+33.8%
FFIV vs ARWR
-34.9%
+68.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | -0.5% | -17.8% | +17.3% | +1.4% |
| 30D | -32.4% | -18.1% | -14.3% | -31.1% |
| 3M | -25.7% | -44.2% | +18.5% | -21.2% |
| 6M | -13.5% | -38.6% | +25.1% | -9.8% |
| YTD | +21.1% | -28.0% | +49.1% | +22.8% |
| 1Y | +29.4% | +16.1% | +13.3% | +21.8% |
| 3Y | +94.9% | +84.0% | +10.9% | +57.7% |
| All | +33.8% | -34.9% | +68.7% | +21.9% |
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 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