+405.3%
ALM vs ARWR
-34.9%
+440.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.3% | +6.4% | +7.6% |
| 7D | +1.2% | -17.8% | +19.1% | +3.3% |
| 30D | -19.3% | -18.1% | -1.2% | -17.6% |
| 3M | -40.6% | -44.2% | +3.5% | -36.6% |
| 6M | -57.9% | -38.6% | -19.3% | -55.7% |
| YTD | -6.7% | -28.0% | +21.3% | -3.8% |
| 1Y | +20.2% | +16.1% | +4.0% | +17.4% |
| 3Y | +879.4% | +84.0% | +795.5% | +761.5% |
| All | +405.3% | -34.9% | +440.2% | +372.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling