+244.4%
AVGO vs ARWR
+105.6%
+138.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -9.9% | -2.9% | -7.0% | -9.4% |
| 30D | -22.0% | -5.4% | -16.6% | -21.2% |
| 3M | -30.0% | -32.2% | +2.2% | -25.7% |
| 6M | -30.7% | -26.5% | -4.2% | -27.8% |
| YTD | -14.7% | -12.4% | -2.3% | -14.2% |
| 1Y | -16.8% | +46.9% | -63.7% | -24.0% |
| 3Y | +244.4% | +116.0% | +128.5% | +165.4% |
| All | +244.4% | +105.6% | +138.8% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling