-35.9%
BABA vs ARWR
+20.5%
-56.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.3% | +11.6% | -2.5% |
| 7D | +3.8% | -17.3% | +21.2% | +5.2% |
| 30D | -5.4% | -21.5% | +16.2% | -3.8% |
| 3M | -17.9% | -43.8% | +25.9% | -15.0% |
| 6M | -24.1% | -32.3% | +8.2% | -22.7% |
| YTD | -27.4% | -25.8% | -1.6% | -27.3% |
| All | -35.9% | +20.5% | -56.4% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling