+10,067.8%
MO vs ARWR
-97.0%
+10,164.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | +1.7% | -1.3% | +0.3% |
| 30D | +0.6% | -0.7% | +1.3% | +0.6% |
| 3M | -1.0% | +14.9% | -15.9% | -1.0% |
| 6M | +4.3% | +32.6% | -28.3% | +4.2% |
| YTD | +23.3% | +30.0% | -6.8% | +23.1% |
| 1Y | +10.5% | +208.4% | -197.9% | +10.0% |
| 3Y | +96.3% | +208.8% | -112.5% | +95.1% |
| 5Y | +98.9% | +27.8% | +71.1% | +98.1% |
| 10Y | +103.6% | +1,107.6% | -1,004.0% | +100.4% |
| All | +10,067.8% | -97.0% | +10,164.9% | +8,938.7% |
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