+34.1%
FITB vs ARWR
+59.7%
-25.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.1% |
| 7D | +2.3% | +2.4% | -0.1% | +2.1% |
| 30D | +7.7% | -1.1% | +8.8% | +7.8% |
| 3M | -4.5% | -31.2% | +26.7% | -1.7% |
| 6M | +12.5% | -19.3% | +31.8% | +13.8% |
| YTD | +19.8% | -7.1% | +26.9% | +18.2% |
| 1Y | +34.1% | +62.9% | -28.7% | +27.1% |
| All | +34.1% | +59.7% | -25.6% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling