+306.4%
CSCO vs ARWR
+906.2%
-599.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -10.2% | -2.9% | -7.3% | -10.0% |
| 30D | -20.1% | -5.4% | -14.7% | -19.7% |
| 3M | -22.1% | -32.2% | +10.2% | -19.7% |
| 6M | +3.2% | -26.5% | +29.7% | +5.2% |
| YTD | +24.1% | -12.4% | +36.5% | +24.2% |
| 1Y | +34.6% | +46.9% | -12.3% | +28.3% |
| 3Y | +90.0% | +116.0% | -26.0% | +68.3% |
| 5Y | +88.6% | -28.0% | +116.5% | +77.8% |
| All | +306.4% | +906.2% | -599.8% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling