+321.5%
CSCO vs ARWR
+921.6%
-600.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -15.3% | +20.5% | +6.4% |
| 7D | -2.9% | -17.3% | +14.4% | -1.5% |
| 30D | -16.7% | -21.5% | +4.9% | -15.1% |
| 3M | -18.4% | -43.8% | +25.4% | -14.7% |
| 6M | +2.9% | -32.3% | +35.2% | +5.5% |
| YTD | +30.4% | -25.8% | +56.3% | +32.1% |
| 1Y | +41.4% | +25.5% | +15.9% | +36.1% |
| 3Y | +104.7% | +84.1% | +20.5% | +82.7% |
| 5Y | +96.9% | -39.2% | +136.2% | +87.8% |
| 10Y | +321.5% | +1,072.4% | -750.9% | +216.3% |
| All | +321.5% | +921.6% | -600.1% | +216.3% |
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 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