+551.0%
FIVE vs ARWR
+906.2%
-355.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | +17.7% | -5.4% | +23.1% | +18.6% |
| 3M | +4.0% | -32.2% | +36.2% | +9.7% |
| 6M | +2.6% | -26.5% | +29.1% | +6.1% |
| YTD | +27.6% | -12.4% | +40.0% | +27.9% |
| 1Y | +59.9% | +46.9% | +13.1% | +47.5% |
| 3Y | +35.8% | +116.0% | -80.2% | +11.5% |
| 5Y | +14.4% | -28.0% | +42.4% | +4.3% |
| All | +551.0% | +906.2% | -355.2% | +349.0% |
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 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