+11,830.0%
GOOG vs ARWR
-32.6%
+11,862.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.9% |
| 7D | +4.8% | -17.9% | +22.8% | +6.1% |
| 30D | -15.5% | -18.9% | +3.4% | -14.5% |
| 3M | -13.7% | -46.0% | +32.3% | -10.4% |
| 6M | -23.0% | -40.3% | +17.4% | -20.7% |
| YTD | -5.7% | -29.0% | +23.3% | -4.3% |
| 1Y | +3.0% | +13.8% | -10.8% | +1.1% |
| 3Y | +122.4% | +74.9% | +47.5% | +106.6% |
| 5Y | +99.2% | -36.2% | +135.5% | +93.0% |
| 10Y | +690.8% | +1,028.0% | -337.2% | +534.7% |
| All | +11,830.0% | -32.6% | +11,862.7% | +9,609.5% |
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