+12.5%
SONY vs ARWR
-39.6%
+52.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +5.2% | -17.7% | +22.9% | +7.7% |
| 30D | +10.7% | -21.9% | +32.7% | +14.1% |
| 3M | +12.1% | -44.5% | +56.7% | +20.8% |
| 6M | +32.6% | -32.6% | +65.1% | +37.9% |
| YTD | +4.3% | -26.2% | +30.5% | +6.4% |
| 1Y | -4.5% | +23.0% | -27.5% | -10.8% |
| 3Y | +56.9% | +81.8% | -24.9% | +27.6% |
| 5Y | +12.5% | -36.0% | +48.5% | +0.5% |
| All | +12.5% | -39.6% | +52.1% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling