-33.5%
ARWR vs ABCL
-79.5%
+46.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +5.2% | -20.6% | -16.8% |
| 7D | -17.3% | +12.4% | -29.8% | -20.4% |
| 30D | -21.5% | -0.4% | -21.2% | -22.2% |
| 3M | -43.8% | +80.4% | -124.2% | -54.8% |
| 6M | -32.3% | +138.5% | -170.8% | -51.6% |
| YTD | -25.8% | +265.5% | -291.3% | -54.8% |
| 1Y | +25.5% | +219.7% | -194.2% | -20.5% |
| 3Y | +84.1% | +209.4% | -125.3% | +5.5% |
| 5Y | -39.2% | -15.0% | -24.2% | -53.2% |
| All | -33.5% | -79.5% | +46.0% | -41.0% |
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