+36.3%
FIVE vs ARWR
+103.1%
-66.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.8% | +2.5% | -3.2% |
| 7D | -1.7% | -5.0% | +3.3% | -0.9% |
| 30D | +14.9% | -6.6% | +21.6% | +16.1% |
| 3M | +7.6% | -33.9% | +41.5% | +14.4% |
| 6M | +6.4% | -23.3% | +29.7% | +9.5% |
| YTD | +28.1% | -13.5% | +41.5% | +28.3% |
| 1Y | +54.7% | +42.5% | +12.2% | +41.1% |
| All | +36.3% | +103.1% | -66.8% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling