-9.9%
SNY vs ARWR
+173.6%
-183.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.6% | -4.3% | +0.7% | -3.3% |
| 30D | -1.9% | -7.3% | +5.3% | -1.4% |
| 3M | -2.0% | +17.0% | -19.0% | -3.3% |
| 6M | +2.5% | +39.8% | -37.3% | -0.3% |
| YTD | -7.0% | +24.7% | -31.6% | -9.0% |
| 1Y | -4.4% | +186.5% | -190.9% | -12.7% |
| All | -9.9% | +173.6% | -183.5% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling