+15.8%
BABA vs ARWR
+921.6%
-905.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.3% | +11.6% | -1.9% |
| 7D | +3.8% | -17.3% | +21.2% | +6.1% |
| 30D | -5.4% | -21.5% | +16.2% | -2.7% |
| 3M | -17.9% | -43.8% | +25.9% | -12.3% |
| 6M | -24.1% | -32.3% | +8.2% | -21.3% |
| YTD | -27.4% | -25.8% | -1.6% | -26.0% |
| 1Y | -36.1% | +25.5% | -61.6% | -39.4% |
| 3Y | +35.4% | +84.1% | -48.8% | +15.8% |
| 5Y | -30.1% | -39.2% | +9.1% | -34.8% |
| 10Y | +15.8% | +1,072.4% | -1,056.5% | -18.2% |
| All | +15.8% | +921.6% | -905.7% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling