+4,107.7%
AON vs ARWR
-98.3%
+4,206.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.1% |
| 7D | -2.4% | -19.9% | +17.6% | -2.3% |
| 30D | +22.8% | -18.7% | +41.5% | +22.9% |
| 3M | -5.3% | -44.7% | +39.3% | -5.1% |
| 6M | +8.4% | -36.5% | +44.9% | +8.5% |
| YTD | -3.9% | -25.7% | +21.7% | -3.8% |
| 1Y | -3.1% | +18.9% | -22.0% | -3.3% |
| 3Y | +3.0% | +83.1% | -80.1% | +2.4% |
| 5Y | +16.7% | -34.9% | +51.6% | +16.4% |
| 10Y | +232.6% | +1,080.9% | -848.2% | +226.9% |
| All | +4,107.7% | -98.3% | +4,206.0% | +3,742.8% |
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