+116.0%
ARWR vs ABCL
+156.0%
-40.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | -0.5% |
| 7D | -2.9% | -3.2% | +0.3% | -2.4% |
| 30D | -5.4% | -7.4% | +2.0% | -4.1% |
| 3M | -32.2% | +81.9% | -114.2% | -44.6% |
| 6M | -26.5% | +135.7% | -162.2% | -46.4% |
| YTD | -12.4% | +247.4% | -259.8% | -44.7% |
| 1Y | +46.9% | +162.3% | -115.4% | +0.7% |
| 3Y | +116.0% | +165.5% | -49.5% | +30.7% |
| All | +116.0% | +156.0% | -40.1% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling