+499.6%
FIVE vs ARWR
+1,009.4%
-509.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -0.8% |
| 7D | +2.4% | -17.9% | +20.4% | +5.1% |
| 30D | +15.8% | -18.9% | +34.7% | +19.1% |
| 3M | +3.8% | -46.0% | +49.7% | +13.0% |
| 6M | +18.5% | -40.3% | +58.9% | +26.2% |
| YTD | +31.2% | -29.0% | +60.2% | +35.2% |
| 1Y | +61.8% | +13.8% | +48.0% | +54.1% |
| 3Y | +39.9% | +74.9% | -35.0% | +17.4% |
| 5Y | +18.3% | -36.2% | +54.5% | +9.6% |
| All | +499.6% | +1,009.4% | -509.8% | +308.3% |
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