+133.6%
GOOG vs ARWR
+29.4%
+104.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +1.1% | +2.9% | -1.8% | +0.7% |
| 30D | -5.1% | -2.9% | -2.2% | -4.7% |
| 3M | -7.1% | +15.2% | -22.3% | -9.3% |
| 6M | +12.7% | +42.3% | -29.6% | +6.5% |
| YTD | +7.1% | +28.2% | -21.1% | +2.3% |
| 1Y | +43.6% | +213.2% | -169.6% | +19.4% |
| 3Y | +146.8% | +184.6% | -37.9% | +93.3% |
| All | +133.6% | +29.4% | +104.2% | +100.0% |
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