+5,150.0%
FFIV vs ARWR
+121.4%
+5,028.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | +1.7% | -2.6% | -1.0% |
| 30D | -5.1% | -0.7% | -4.4% | -5.1% |
| 3M | -4.5% | +14.9% | -19.3% | -4.6% |
| 6M | +36.5% | +32.6% | +3.8% | +36.0% |
| YTD | +53.0% | +30.0% | +22.9% | +52.4% |
| 1Y | +24.2% | +208.4% | -184.1% | +22.7% |
| 3Y | +137.2% | +208.8% | -71.6% | +133.4% |
| 5Y | +91.8% | +27.8% | +64.0% | +89.6% |
| 10Y | +215.2% | +1,107.6% | -892.4% | +205.3% |
| All | +5,150.0% | +121.4% | +5,028.6% | +6,977.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling