+11,349.0%
MO vs ARWR
-98.3%
+11,447.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.8% | -17.7% | +16.9% | -0.7% |
| 30D | +6.5% | -21.9% | +28.4% | +6.6% |
| 3M | +18.3% | -44.5% | +62.9% | +18.5% |
| 6M | +15.6% | -32.6% | +48.1% | +15.7% |
| YTD | +38.8% | -26.2% | +65.0% | +38.9% |
| 1Y | +41.6% | +23.0% | +18.7% | +41.4% |
| 3Y | +138.2% | +81.8% | +56.5% | +137.2% |
| 5Y | +150.5% | -36.0% | +186.5% | +150.0% |
| 10Y | +146.1% | +1,039.5% | -893.5% | +142.4% |
| All | +11,349.0% | -98.3% | +11,447.3% | +10,094.1% |
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