+183.0%
ARWR vs BG
+20.1%
+163.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -4.3% | +3.7% | -8.0% | -5.0% |
| 30D | -7.3% | +12.3% | -19.6% | -9.5% |
| 3M | +17.0% | -2.2% | +19.2% | +17.4% |
| 6M | +39.8% | +5.3% | +34.5% | +36.6% |
| YTD | +24.7% | +42.4% | -17.7% | +10.1% |
| 1Y | +186.5% | +55.2% | +131.3% | +145.1% |
| All | +183.0% | +20.1% | +163.0% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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