+138.2%
IBM vs ARWR
-28.9%
+167.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | -5.0% | -2.9% | -2.1% | -4.8% |
| 30D | +11.1% | -5.4% | +16.5% | +11.5% |
| 3M | +5.7% | -32.2% | +37.9% | +8.1% |
| 6M | +10.1% | -26.5% | +36.6% | +11.7% |
| YTD | -15.6% | -12.4% | -3.2% | -15.6% |
| 1Y | -19.5% | +46.9% | -66.4% | -22.7% |
| 3Y | +80.4% | +116.0% | -35.6% | +62.8% |
| All | +138.2% | -28.9% | +167.1% | +115.5% |
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 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