+28.2%
BABA vs ARWR
+446.5%
-418.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.8% | +1.7% | -6.4% | -5.0% |
| 30D | -11.9% | -0.7% | -11.2% | -11.9% |
| 3M | -9.3% | +14.9% | -24.1% | -11.3% |
| 6M | -14.2% | +32.6% | -46.9% | -17.9% |
| YTD | -22.0% | +30.0% | -52.1% | -25.4% |
| 1Y | -12.7% | +208.4% | -221.1% | -25.5% |
| 3Y | +26.7% | +208.8% | -182.1% | +2.4% |
| 5Y | -29.3% | +27.8% | -57.2% | -38.9% |
| 10Y | +21.2% | +1,107.6% | -1,086.3% | -23.7% |
| All | +28.2% | +446.5% | -418.3% | -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