+61.9%
SNY vs ARWR
+1,081.9%
-1,020.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.3% | -4.0% | +0.7% | -3.1% |
| 30D | -2.2% | -5.0% | +2.9% | -1.9% |
| 3M | -3.0% | +11.3% | -14.4% | -3.8% |
| 6M | +2.7% | +42.6% | -39.9% | +0.3% |
| YTD | -6.8% | +24.8% | -31.6% | -8.5% |
| 1Y | -5.3% | +178.8% | -184.0% | -11.5% |
| 3Y | -9.8% | +183.3% | -193.1% | -18.0% |
| 5Y | +9.7% | +29.5% | -19.8% | +1.7% |
| All | +61.9% | +1,081.9% | -1,020.0% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling