+59.9%
FIVE vs ARWR
+44.4%
+15.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | +17.7% | -5.4% | +23.1% | +18.4% |
| 3M | +4.0% | -32.2% | +36.2% | +7.9% |
| 6M | +2.6% | -26.5% | +29.1% | +5.4% |
| YTD | +27.6% | -12.4% | +40.0% | +26.8% |
| 1Y | +59.9% | +46.9% | +13.1% | +52.1% |
| All | +59.9% | +44.4% | +15.5% | +52.1% |
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