+11.8%
SONY vs ARWR
+29.5%
-17.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 6M | +9.5% | +42.3% | -32.7% | +2.8% |
| YTD | -8.1% | +28.2% | -36.3% | -12.7% |
| 1Y | -17.9% | +213.2% | -231.2% | -33.2% |
| 3Y | +41.5% | +184.6% | -143.1% | +8.5% |
| 5Y | +11.8% | +29.2% | -17.4% | -8.3% |
| All | +11.8% | +29.5% | -17.7% | -8.3% |
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