+29.2%
ARWR vs COO
-39.5%
+68.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | +0.3% |
| 7D | +2.9% | -2.3% | +5.2% | +4.4% |
| 30D | -2.9% | -8.8% | +5.9% | +2.8% |
| 3M | +15.2% | +1.3% | +13.9% | +12.8% |
| 6M | +42.3% | -11.6% | +53.9% | +52.5% |
| YTD | +28.2% | -17.4% | +45.6% | +43.8% |
| 1Y | +213.2% | -1.6% | +214.8% | +205.7% |
| 3Y | +184.6% | -22.6% | +207.3% | +217.1% |
| 5Y | +29.2% | -40.3% | +69.6% | +62.7% |
| All | +29.2% | -39.5% | +68.7% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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