+4,068.5%
AON vs ARWR
-98.4%
+4,166.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | -0.9% |
| 7D | -3.2% | -17.9% | +14.8% | -3.1% |
| 30D | +21.7% | -18.9% | +40.6% | +21.8% |
| 3M | -5.1% | -46.0% | +40.8% | -4.9% |
| 6M | +5.9% | -40.3% | +46.3% | +6.1% |
| YTD | -4.8% | -29.0% | +24.2% | -4.7% |
| 1Y | -4.1% | +13.8% | -17.9% | -4.2% |
| 3Y | +2.0% | +74.9% | -72.9% | +1.5% |
| 5Y | +15.2% | -36.2% | +51.4% | +14.9% |
| 10Y | +229.5% | +1,028.0% | -798.4% | +224.0% |
| All | +4,068.5% | -98.4% | +4,166.9% | +3,707.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling