+36.6%
FFIV vs ARWR
+59.7%
-23.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.3% |
| 7D | -9.8% | +2.4% | -12.2% | -9.7% |
| 30D | -28.1% | -1.1% | -27.0% | -28.1% |
| 3M | -20.0% | -31.2% | +11.2% | -20.9% |
| 6M | -0.1% | -19.3% | +19.2% | -0.8% |
| YTD | +29.2% | -7.1% | +36.3% | +27.4% |
| 1Y | +36.6% | +62.9% | -26.3% | +31.0% |
| All | +36.6% | +59.7% | -23.1% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling