+26.6%
ARWR vs SBAC
-44.9%
+71.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -6.5% | +3.9% | -10.3% | -8.0% |
| 3M | +12.7% | -8.2% | +20.9% | +16.0% |
| 6M | +36.2% | -2.8% | +39.0% | +34.3% |
| YTD | +24.5% | -1.5% | +26.0% | +21.1% |
| 1Y | +198.0% | 0.0% | +198.0% | +186.7% |
| 3Y | +176.4% | -8.4% | +184.7% | +167.3% |
| 5Y | +26.6% | -43.5% | +70.1% | +63.4% |
| All | +26.6% | -44.9% | +71.5% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling