+9.7%
AVTR vs ARWR
+156.5%
-146.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -15.3% | +18.2% | +5.8% |
| 7D | +1.9% | -17.3% | +19.3% | +5.3% |
| 30D | +1.5% | -21.5% | +23.1% | +5.8% |
| 3M | +17.1% | -43.8% | +60.9% | +29.6% |
| 6M | +91.5% | -32.3% | +123.7% | +102.4% |
| YTD | +38.8% | -25.8% | +64.7% | +43.0% |
| 1Y | +37.7% | +25.5% | +12.2% | +25.4% |
| 3Y | -13.5% | +84.1% | -97.6% | -34.4% |
| 5Y | -59.3% | -39.2% | -20.1% | -62.4% |
| All | +9.7% | +156.5% | -146.7% | -44.8% |
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 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