+39.3%
FFIV vs ARWR
-28.9%
+68.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.7% |
| 6M | -8.8% | -26.5% | +17.7% | -6.7% |
| YTD | +21.8% | -12.4% | +34.2% | +21.1% |
| 1Y | +25.3% | +46.9% | -21.6% | +15.2% |
| 3Y | +101.2% | +116.0% | -14.8% | +61.3% |
| All | +39.3% | -28.9% | +68.2% | +26.2% |
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