+30.2%
FITB vs ARWR
+20.5%
+9.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.3% | +17.8% | +3.7% |
| 7D | -1.1% | -17.3% | +16.2% | +0.3% |
| 30D | +7.3% | -21.5% | +28.9% | +9.3% |
| 3M | -4.0% | -43.8% | +39.8% | +0.4% |
| 6M | +11.9% | -32.3% | +44.2% | +14.6% |
| YTD | +19.0% | -25.8% | +44.8% | +19.4% |
| All | +30.2% | +20.5% | +9.7% | +26.7% |
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