-33.4%
ARWR vs ABCL
-80.4%
+47.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.9% |
| 7D | -19.9% | -2.7% | -17.2% | -19.6% |
| 30D | -18.7% | -5.4% | -13.3% | -18.3% |
| 3M | -44.7% | +22.4% | -67.1% | -49.2% |
| 6M | -36.5% | +127.6% | -164.1% | -54.0% |
| YTD | -25.7% | +249.4% | -275.1% | -54.1% |
| 1Y | +18.9% | +198.0% | -179.1% | -23.1% |
| 3Y | +83.1% | +195.8% | -112.7% | +6.2% |
| 5Y | -34.9% | -20.6% | -14.3% | -49.0% |
| All | -33.4% | -80.4% | +47.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling