+4,079.4%
FFIV vs ARWR
+49.1%
+4,030.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -8.1% | -2.9% | -5.2% | -8.1% |
| 30D | -33.4% | -5.4% | -28.0% | -33.4% |
| 3M | -24.7% | -32.2% | +7.5% | -24.5% |
| 6M | -8.8% | -26.5% | +17.7% | -8.7% |
| YTD | +21.8% | -12.4% | +34.2% | +21.8% |
| 1Y | +25.3% | +46.9% | -21.6% | +24.6% |
| 3Y | +101.2% | +116.0% | -14.8% | +98.6% |
| 5Y | +40.2% | -28.0% | +68.2% | +39.3% |
| 10Y | +129.0% | +923.9% | -794.9% | +122.4% |
| All | +4,079.4% | +49.1% | +4,030.2% | +5,553.3% |
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 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