+326.6%
AVAV vs ARWR
+43.6%
+282.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -6.8% | -3.1% | -9.1% |
| 7D | -24.3% | -5.0% | -19.3% | -23.9% |
| 30D | -28.9% | -6.6% | -22.3% | -28.4% |
| 3M | -39.3% | -33.9% | -5.4% | -36.6% |
| 6M | -38.8% | -23.3% | -15.4% | -37.3% |
| YTD | -57.8% | -13.5% | -44.3% | -57.5% |
| 1Y | -70.9% | +42.5% | -113.4% | -72.4% |
| 3Y | -14.8% | +104.1% | -118.9% | -25.6% |
| 5Y | +7.3% | -28.8% | +36.1% | +1.2% |
| 10Y | +325.3% | +911.6% | -586.3% | +187.5% |
| All | +326.6% | +43.6% | +282.9% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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