+61.8%
FIVE vs ARWR
+12.4%
+49.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -1.0% |
| 7D | +2.4% | -17.9% | +20.4% | +4.1% |
| 30D | +15.8% | -18.9% | +34.7% | +17.9% |
| 3M | +3.8% | -46.0% | +49.7% | +9.9% |
| 6M | +18.5% | -40.3% | +58.9% | +23.9% |
| YTD | +31.2% | -29.0% | +60.2% | +32.7% |
| 1Y | +61.8% | +13.8% | +48.0% | +56.8% |
| All | +61.8% | +12.4% | +49.4% | +56.8% |
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