+282.0%
FITB vs ARWR
+1,080.6%
-798.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.0% | -4.3% | +3.3% | -0.5% |
| 30D | -5.5% | -7.3% | +1.8% | -4.7% |
| 3M | +4.1% | +17.0% | -12.9% | +1.8% |
| 6M | +18.7% | +39.8% | -21.1% | +13.4% |
| YTD | +18.2% | +24.7% | -6.5% | +14.1% |
| 1Y | +23.7% | +186.5% | -162.8% | +7.5% |
| 3Y | +130.8% | +176.8% | -46.0% | +91.8% |
| 5Y | +69.8% | +29.3% | +40.4% | +47.4% |
| All | +282.0% | +1,080.6% | -798.6% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling