+31.6%
ARWR vs ABCL
-41.3%
+72.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | -0.7% | +93.1% | -93.7% | -22.8% |
| 3M | +14.9% | +79.4% | -64.6% | -10.2% |
| 6M | +32.6% | +214.9% | -182.2% | -17.2% |
| YTD | +30.0% | +234.2% | -204.2% | -22.3% |
| 1Y | +208.4% | +174.8% | +33.6% | +93.1% |
| 3Y | +208.8% | +104.5% | +104.3% | +92.3% |
| All | +31.6% | -41.3% | +72.8% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling