+126.9%
FFIV vs ARWR
+1,055.7%
-928.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -4.2% | -17.7% | +13.5% | -2.4% |
| 30D | -33.9% | -21.9% | -12.0% | -32.3% |
| 3M | -22.6% | -44.5% | +21.9% | -18.1% |
| 6M | -10.4% | -32.6% | +22.2% | -7.7% |
| YTD | +24.3% | -26.2% | +50.5% | +26.0% |
| 1Y | +31.8% | +23.0% | +8.8% | +25.1% |
| 3Y | +99.5% | +81.8% | +17.8% | +71.3% |
| 5Y | +40.7% | -36.0% | +76.8% | +31.1% |
| 10Y | +126.9% | +1,039.5% | -912.6% | +61.3% |
| All | +126.9% | +1,055.7% | -928.8% | +61.3% |
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