+568.4%
SONY vs ARWR
-98.3%
+666.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +5.2% | -17.7% | +22.9% | +5.3% |
| 30D | +10.7% | -21.9% | +32.7% | +10.9% |
| 3M | +12.1% | -44.5% | +56.7% | +12.5% |
| 6M | +32.6% | -32.6% | +65.1% | +32.8% |
| YTD | +4.3% | -26.2% | +30.5% | +4.5% |
| 1Y | -4.5% | +23.0% | -27.5% | -4.7% |
| 3Y | +56.9% | +81.8% | -24.9% | +55.8% |
| 5Y | +12.5% | -36.0% | +48.5% | +12.1% |
| 10Y | +371.7% | +1,039.5% | -667.8% | +362.6% |
| All | +568.4% | -98.3% | +666.7% | +523.9% |
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 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