+3,645.2%
IBM vs ARWR
-98.3%
+3,743.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.5% | -17.7% | +16.2% | -1.5% |
| 30D | +8.4% | -21.9% | +30.3% | +8.5% |
| 3M | +4.2% | -44.5% | +48.7% | +4.4% |
| 6M | +7.9% | -32.6% | +40.5% | +8.1% |
| YTD | -15.2% | -26.2% | +11.0% | -15.1% |
| 1Y | -18.7% | +23.0% | -41.7% | -18.8% |
| 3Y | +79.2% | +81.8% | -2.6% | +78.5% |
| 5Y | +144.7% | -36.0% | +180.8% | +144.2% |
| 10Y | +141.6% | +1,039.5% | -897.9% | +138.8% |
| All | +3,645.2% | -98.3% | +3,743.5% | +3,802.9% |
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