-33.8%
ARWR vs ABCL
-79.6%
+45.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -17.7% | +2.3% | -20.0% | -18.5% |
| 30D | -21.9% | -0.7% | -21.2% | -22.6% |
| 3M | -44.5% | +33.4% | -77.9% | -50.3% |
| 6M | -32.6% | +137.8% | -170.4% | -51.8% |
| YTD | -26.2% | +264.3% | -290.5% | -55.0% |
| 1Y | +23.0% | +209.2% | -186.2% | -21.3% |
| 3Y | +81.8% | +208.4% | -126.7% | +4.2% |
| 5Y | -36.0% | -11.9% | -24.2% | -51.1% |
| All | -33.8% | -79.6% | +45.7% | -41.2% |
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