-63.5%
AVTR vs ARWR
+29.5%
-93.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +7.4% | +2.9% | +4.5% | +6.9% |
| 30D | +12.2% | -2.9% | +15.1% | +12.7% |
| 3M | +57.4% | +15.2% | +42.1% | +53.1% |
| 6M | +86.7% | +42.3% | +44.4% | +75.2% |
| YTD | +33.1% | +28.2% | +4.9% | +26.5% |
| 1Y | +16.1% | +213.2% | -197.1% | -5.7% |
| 3Y | -24.6% | +184.6% | -209.3% | -42.9% |
| 5Y | -63.5% | +29.2% | -92.7% | -69.4% |
| All | -63.5% | +29.5% | -93.0% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling