+18.8%
ECL vs ARWR
+25.1%
-6.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -2.3% | -19.9% | +17.7% | -1.2% |
| 30D | +8.3% | -18.7% | +27.0% | +9.4% |
| 3M | +8.4% | -44.7% | +53.1% | +11.9% |
| 6M | +23.3% | -36.5% | +59.8% | +26.0% |
| YTD | +18.2% | -25.7% | +43.9% | +19.0% |
| 1Y | +18.8% | +18.9% | -0.2% | +19.6% |
| All | +18.8% | +25.1% | -6.4% | +19.6% |
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