+1,552.4%
GE vs ARWR
-98.0%
+1,650.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | +7.1% | -2.9% | +10.0% | +7.1% |
| 30D | +6.5% | -5.4% | +11.9% | +6.5% |
| 3M | -13.6% | -32.2% | +18.7% | -13.4% |
| 6M | +6.0% | -26.5% | +32.5% | +6.2% |
| YTD | +5.4% | -12.4% | +17.8% | +5.4% |
| 1Y | +6.5% | +46.9% | -40.4% | +6.1% |
| 3Y | +268.6% | +116.0% | +152.6% | +265.9% |
| 5Y | +389.0% | -28.0% | +417.0% | +387.3% |
| 10Y | +163.3% | +923.9% | -760.6% | +158.5% |
| All | +1,552.4% | -98.0% | +1,650.4% | +1,415.4% |
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 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