+127.8%
FFIV vs ARWR
+906.2%
-778.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -8.1% | -2.9% | -5.2% | -7.8% |
| 30D | -33.4% | -5.4% | -28.0% | -33.0% |
| 3M | -24.7% | -32.2% | +7.5% | -21.9% |
| 6M | -8.8% | -26.5% | +17.7% | -6.8% |
| YTD | +21.8% | -12.4% | +34.2% | +21.4% |
| 1Y | +25.3% | +46.9% | -21.6% | +17.2% |
| 3Y | +101.2% | +116.0% | -14.8% | +70.8% |
| 5Y | +40.2% | -28.0% | +68.2% | +29.4% |
| All | +127.8% | +906.2% | -778.4% | +64.3% |
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