+25,809.4%
AVGO vs ARWR
+1,164.3%
+24,645.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -9.9% | -2.9% | -7.0% | -9.6% |
| 30D | -22.0% | -5.4% | -16.6% | -21.5% |
| 3M | -30.0% | -32.2% | +2.2% | -27.3% |
| 6M | -30.7% | -26.5% | -4.2% | -28.9% |
| YTD | -14.7% | -12.4% | -2.3% | -14.3% |
| 1Y | -16.8% | +46.9% | -63.7% | -21.0% |
| 3Y | +244.4% | +116.0% | +128.5% | +202.6% |
| 5Y | +474.0% | -28.0% | +502.0% | +441.4% |
| 10Y | +2,122.6% | +923.9% | +1,198.6% | +1,513.7% |
| All | +25,809.4% | +1,164.3% | +24,645.0% | +16,880.3% |
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