+111.9%
ARWR vs BG
+1,181.2%
-1,069.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | -6.5% | +10.3% | -16.8% | -9.3% |
| 3M | +12.7% | -1.9% | +14.6% | +12.6% |
| 6M | +36.2% | +5.2% | +30.9% | +32.3% |
| YTD | +24.5% | +41.2% | -16.7% | +10.5% |
| 1Y | +198.0% | +50.5% | +147.5% | +158.8% |
| 3Y | +176.4% | +19.9% | +156.4% | +152.8% |
| 5Y | +26.6% | +86.7% | -60.1% | -1.1% |
| 10Y | +1,054.1% | +167.5% | +886.6% | +667.9% |
| All | +111.9% | +1,181.2% | -1,069.3% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling