+1,195.0%
FITB vs ARWR
-97.0%
+1,292.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.6% |
| 30D | -4.7% | -0.7% | -4.1% | -4.7% |
| 3M | +6.7% | +14.9% | -8.2% | +6.5% |
| 6M | +12.6% | +32.6% | -20.1% | +12.3% |
| YTD | +19.1% | +30.0% | -10.9% | +18.8% |
| 1Y | +22.6% | +208.4% | -185.7% | +21.5% |
| 3Y | +127.1% | +208.8% | -81.7% | +124.5% |
| 5Y | +71.8% | +27.8% | +44.0% | +70.4% |
| 10Y | +287.2% | +1,107.6% | -820.4% | +278.0% |
| All | +1,195.0% | -97.0% | +1,292.0% | +1,175.0% |
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