+474.6%
FIVE vs ARWR
+1,117.8%
-643.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +4.3% | +1.7% | +2.6% | +4.0% |
| 30D | +12.5% | -0.7% | +13.2% | +12.5% |
| 3M | +31.2% | +14.9% | +16.4% | +27.8% |
| 6M | +14.4% | +32.6% | -18.3% | +8.5% |
| YTD | +33.9% | +30.0% | +3.8% | +27.0% |
| 1Y | +65.1% | +208.4% | -143.3% | +36.6% |
| 3Y | +49.0% | +208.8% | -159.8% | +16.1% |
| 5Y | +30.3% | +27.8% | +2.5% | +10.1% |
| All | +474.6% | +1,117.8% | -643.2% | +258.2% |
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