+10,584.6%
AZO vs ARWR
-97.1%
+10,681.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -1.1% |
| 7D | -0.5% | +2.9% | -3.3% | -0.5% |
| 30D | -5.6% | -2.9% | -2.7% | -5.6% |
| 3M | -4.0% | +15.2% | -19.2% | -4.0% |
| 6M | -18.9% | +42.3% | -61.2% | -19.1% |
| YTD | -13.0% | +28.2% | -41.2% | -13.1% |
| 1Y | -30.4% | +213.2% | -243.7% | -30.7% |
| 3Y | +12.7% | +184.6% | -172.0% | +12.1% |
| 5Y | +89.6% | +29.2% | +60.4% | +88.9% |
| 10Y | +304.7% | +1,012.5% | -707.9% | +299.8% |
| All | +10,584.6% | -97.1% | +10,681.7% | +10,829.1% |
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