+3,929.1%
AON vs ARWR
-97.0%
+4,026.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -9.1% | +1.7% | -10.8% | -9.1% |
| 30D | -10.2% | -0.7% | -9.6% | -10.2% |
| 3M | +0.5% | +14.9% | -14.4% | +0.4% |
| 6M | -4.8% | +32.6% | -37.5% | -5.0% |
| YTD | -8.0% | +30.0% | -38.0% | -8.1% |
| 1Y | -13.1% | +208.4% | -221.4% | -13.6% |
| 3Y | -1.3% | +208.8% | -210.1% | -2.1% |
| 5Y | +14.9% | +27.8% | -12.9% | +14.3% |
| 10Y | +214.9% | +1,107.6% | -892.6% | +209.2% |
| All | +3,929.1% | -97.0% | +4,026.1% | +3,571.0% |
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