+20.2%
ALM vs ARWR
+17.3%
+2.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.3% | +6.4% | +7.5% |
| 7D | +1.2% | -17.8% | +19.1% | +4.6% |
| 30D | -19.3% | -18.1% | -1.2% | -16.4% |
| 3M | -40.6% | -44.2% | +3.5% | -33.7% |
| 6M | -57.9% | -38.6% | -19.3% | -54.1% |
| YTD | -6.7% | -28.0% | +21.3% | -2.0% |
| 1Y | +20.2% | +16.1% | +4.0% | +17.7% |
| All | +20.2% | +17.3% | +2.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling