+981.0%
ARWR vs SBAC
+114.8%
+866.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.7% |
| 7D | -17.8% | +0.6% | -18.5% | -18.1% |
| 30D | -18.1% | +5.5% | -23.6% | -20.3% |
| 3M | -44.2% | +3.1% | -47.3% | -45.2% |
| 6M | -38.6% | -7.0% | -31.6% | -37.5% |
| YTD | -28.0% | +0.5% | -28.5% | -31.2% |
| 1Y | +16.1% | +0.2% | +15.9% | +11.2% |
| 3Y | +84.0% | -7.4% | +91.3% | +77.6% |
| 5Y | -35.4% | -39.7% | +4.3% | -20.7% |
| All | +981.0% | +114.8% | +866.2% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling