+113.3%
CSCO vs ARWR
+28.5%
+84.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.7% | +1.7% | -2.3% | -0.8% |
| 30D | -10.1% | -0.7% | -9.5% | -10.1% |
| 3M | -15.7% | +14.9% | -30.6% | -16.8% |
| 6M | +36.3% | +32.6% | +3.6% | +32.4% |
| YTD | +43.8% | +30.0% | +13.8% | +39.7% |
| 1Y | +63.9% | +208.4% | -144.4% | +46.8% |
| 3Y | +104.4% | +208.8% | -104.4% | +73.8% |
| All | +113.3% | +28.5% | +84.8% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling