+99.9%
GOOG vs ARWR
-36.3%
+136.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.2% | -19.9% | +21.1% | +4.0% |
| 30D | -16.7% | -18.7% | +2.0% | -14.6% |
| 3M | -15.2% | -44.7% | +29.5% | -8.6% |
| 6M | -24.8% | -36.5% | +11.7% | -20.9% |
| YTD | -7.2% | -25.7% | +18.4% | -5.1% |
| 1Y | -0.1% | +18.9% | -19.1% | -5.4% |
| 3Y | +118.8% | +83.1% | +35.8% | +79.7% |
| 5Y | +99.9% | -34.9% | +134.8% | +86.1% |
| All | +99.9% | -36.3% | +136.2% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling