+126.6%
FFIV vs ARWR
+921.6%
-795.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.3% | +17.6% | +3.8% |
| 7D | -2.1% | -17.3% | +15.2% | -0.3% |
| 30D | -33.8% | -21.5% | -12.2% | -32.2% |
| 3M | -20.6% | -43.8% | +23.2% | -16.1% |
| 6M | -10.2% | -32.3% | +22.0% | -7.6% |
| YTD | +24.5% | -25.8% | +50.3% | +26.1% |
| 1Y | +29.3% | +25.5% | +3.8% | +22.5% |
| 3Y | +103.8% | +84.1% | +19.6% | +74.7% |
| 5Y | +40.9% | -39.2% | +80.1% | +31.9% |
| 10Y | +126.6% | +1,072.4% | -945.8% | +60.9% |
| All | +126.6% | +921.6% | -795.0% | +60.9% |
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