+2,798.6%
AVGO vs ARWR
+1,009.4%
+1,789.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +6.2% |
| 7D | +25.0% | -17.9% | +42.9% | +28.1% |
| 30D | +2.0% | -18.9% | +20.9% | +4.8% |
| 3M | -12.3% | -46.0% | +33.7% | -4.6% |
| 6M | -12.8% | -40.3% | +27.5% | -7.0% |
| YTD | +5.9% | -29.0% | +34.8% | +9.3% |
| 1Y | +3.3% | +13.8% | -10.5% | -1.3% |
| 3Y | +293.1% | +74.9% | +218.2% | +231.0% |
| 5Y | +606.7% | -36.2% | +643.0% | +555.8% |
| All | +2,798.6% | +1,009.4% | +1,789.2% | +1,827.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling