+34.5%
BABA vs ARWR
+103.1%
-68.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.8% | +9.4% | +3.3% |
| 7D | +8.6% | -5.0% | +13.6% | +9.1% |
| 30D | -1.1% | -6.6% | +5.5% | -0.4% |
| 3M | -15.9% | -33.9% | +18.0% | -12.5% |
| 6M | -17.5% | -23.3% | +5.8% | -16.0% |
| YTD | -25.6% | -13.5% | -12.1% | -25.6% |
| 1Y | -33.8% | +42.5% | -76.4% | -37.9% |
| All | +34.5% | +103.1% | -68.6% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling