+7.0%
LIN vs ARWR
-16.6%
+23.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.5% |
| 7D | +3.3% | +2.4% | +0.9% | +3.2% |
| 30D | +8.8% | -1.1% | +9.9% | +8.8% |
| 3M | +8.6% | -31.2% | +39.8% | +10.2% |
| 6M | +7.0% | -19.3% | +26.3% | +7.5% |
| All | +7.0% | -16.6% | +23.6% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling