+394.4%
ALM vs ARWR
-28.9%
+423.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +2.0% |
| 7D | -6.7% | -2.9% | -3.8% | -6.3% |
| 30D | -32.9% | -5.4% | -27.5% | -32.4% |
| 3M | -39.5% | -32.2% | -7.3% | -36.7% |
| 6M | -62.0% | -26.5% | -35.5% | -60.7% |
| YTD | -7.8% | -12.4% | +4.6% | -6.9% |
| 1Y | +26.7% | +46.9% | -20.2% | +20.9% |
| 3Y | +825.4% | +116.0% | +709.4% | +702.0% |
| All | +394.4% | -28.9% | +423.3% | +354.6% |
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