+22.3%
BABA vs ARWR
+263.7%
-241.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.8% | +9.4% | +3.5% |
| 7D | +8.6% | -5.0% | +13.6% | +9.2% |
| 30D | -1.1% | -6.6% | +5.5% | -0.3% |
| 3M | -15.9% | -33.9% | +18.0% | -11.9% |
| 6M | -17.5% | -23.3% | +5.8% | -15.7% |
| YTD | -25.6% | -13.5% | -12.1% | -25.4% |
| 1Y | -33.8% | +42.5% | -76.4% | -38.0% |
| 3Y | +34.6% | +104.1% | -69.5% | +14.4% |
| 5Y | -27.7% | -28.8% | +1.2% | -33.2% |
| 10Y | +17.7% | +911.6% | -893.9% | -24.3% |
| All | +22.3% | +263.7% | -241.4% | -21.3% |
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