+61.2%
FIVE vs ARWR
+59.7%
+1.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +6.3% |
| 7D | +7.5% | +2.4% | +5.1% | +7.2% |
| 30D | +16.7% | -1.1% | +17.8% | +16.8% |
| 3M | +13.4% | -31.2% | +44.6% | +17.3% |
| 6M | +9.0% | -19.3% | +28.3% | +10.6% |
| YTD | +33.8% | -7.1% | +40.9% | +32.1% |
| 1Y | +61.2% | +62.9% | -1.7% | +47.0% |
| All | +61.2% | +59.7% | +1.4% | +47.0% |
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 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