+514.6%
SONY vs ARWR
-97.0%
+611.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -1.2% | +1.7% | -2.9% | -1.2% |
| 30D | +9.4% | -0.7% | +10.1% | +9.4% |
| 3M | +10.5% | +14.9% | -4.4% | +10.4% |
| 6M | +11.7% | +32.6% | -20.9% | +11.4% |
| YTD | -4.1% | +30.0% | -34.1% | -4.3% |
| 1Y | -11.8% | +208.4% | -220.1% | -12.5% |
| 3Y | +45.9% | +208.8% | -162.9% | +44.4% |
| 5Y | +16.3% | +27.8% | -11.5% | +15.5% |
| 10Y | +297.6% | +1,107.6% | -809.9% | +289.1% |
| All | +514.6% | -97.0% | +611.7% | +471.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling