+17.1%
BABA vs ARWR
+906.2%
-889.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +11.6% | -2.9% | +14.5% | +12.0% |
| 30D | +2.3% | -5.4% | +7.7% | +2.9% |
| 3M | -13.7% | -32.2% | +18.5% | -9.8% |
| 6M | -21.9% | -26.5% | +4.6% | -19.8% |
| YTD | -24.6% | -12.4% | -12.2% | -24.6% |
| 1Y | -34.1% | +46.9% | -81.0% | -38.6% |
| 3Y | +36.3% | +116.0% | -79.7% | +14.6% |
| 5Y | -26.7% | -28.0% | +1.2% | -32.9% |
| All | +17.1% | +906.2% | -889.2% | -19.4% |
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 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