+25.6%
ARWR vs SBAC
+2,232.4%
-2,206.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -17.7% | +3.6% | -21.3% | -17.8% |
| 30D | -21.9% | +4.9% | -26.8% | -22.0% |
| 3M | -44.5% | +6.5% | -51.0% | -44.6% |
| 6M | -32.6% | -11.1% | -21.5% | -32.4% |
| YTD | -26.2% | +0.9% | -27.1% | -26.4% |
| 1Y | +23.0% | -1.6% | +24.5% | +22.8% |
| 3Y | +81.8% | -7.0% | +88.7% | +81.7% |
| 5Y | -36.0% | -39.2% | +3.2% | -35.5% |
| 10Y | +1,039.5% | +111.4% | +928.2% | +1,057.0% |
| All | +25.6% | +2,232.4% | -2,206.7% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling