+366.8%
CSCO vs ARWR
+1,075.6%
-708.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -0.5% | +2.9% | -3.4% | -0.8% |
| 30D | -10.1% | -2.9% | -7.2% | -9.9% |
| 3M | -11.7% | +15.2% | -27.0% | -13.0% |
| 6M | +40.1% | +42.3% | -2.2% | +35.2% |
| YTD | +43.8% | +28.2% | +15.6% | +39.7% |
| 1Y | +66.6% | +213.2% | -146.6% | +49.1% |
| 3Y | +108.5% | +184.6% | -76.1% | +80.6% |
| 5Y | +114.0% | +29.2% | +84.7% | +92.2% |
| 10Y | +366.8% | +1,012.5% | -645.7% | +253.2% |
| All | +366.8% | +1,075.6% | -708.7% | +253.2% |
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