+1,620.8%
GE vs ARWR
-97.0%
+1,717.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.6% |
| 30D | -11.6% | -0.7% | -10.9% | -11.6% |
| 3M | +3.0% | +14.9% | -11.9% | +2.9% |
| 6M | -0.5% | +32.6% | -33.1% | -0.7% |
| YTD | +9.7% | +30.0% | -20.3% | +9.5% |
| 1Y | +20.0% | +208.4% | -188.3% | +19.2% |
| 3Y | +275.8% | +208.8% | +67.0% | +272.2% |
| 5Y | +429.1% | +27.8% | +401.3% | +425.6% |
| 10Y | +151.2% | +1,107.6% | -956.4% | +146.2% |
| All | +1,620.8% | -97.0% | +1,717.8% | +1,474.5% |
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