+1,193.6%
FITB vs ARWR
-98.3%
+1,291.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.3% | +17.8% | +2.6% |
| 7D | -1.1% | -17.3% | +16.2% | -1.0% |
| 30D | +7.3% | -21.5% | +28.9% | +7.5% |
| 3M | -4.0% | -43.8% | +39.8% | -3.6% |
| 6M | +11.9% | -32.3% | +44.2% | +12.1% |
| YTD | +19.0% | -25.8% | +44.8% | +19.1% |
| 1Y | +31.0% | +25.5% | +5.5% | +30.7% |
| 3Y | +143.8% | +84.1% | +59.6% | +141.9% |
| 5Y | +48.9% | -39.2% | +88.1% | +48.4% |
| 10Y | +236.6% | +1,072.4% | -835.8% | +229.4% |
| All | +1,193.6% | -98.3% | +1,291.9% | +1,178.4% |
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 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