+41.5%
SONY vs ARWR
+181.4%
-139.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.0% |
| 7D | -5.2% | +2.9% | -8.0% | -5.5% |
| 30D | +0.3% | -2.9% | +3.2% | +0.6% |
| 3M | +6.2% | +15.2% | -9.0% | +3.9% |
| 6M | +9.5% | +42.3% | -32.7% | +3.9% |
| YTD | -8.1% | +28.2% | -36.3% | -11.9% |
| 1Y | -17.9% | +213.2% | -231.2% | -31.0% |
| 3Y | +41.5% | +184.6% | -143.1% | +10.7% |
| All | +41.5% | +181.4% | -139.9% | +10.7% |
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 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