+16.6%
FIVE vs ARWR
-34.9%
+51.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +2.7% | -17.8% | +20.5% | +6.1% |
| 30D | +12.7% | -18.1% | +30.8% | +16.6% |
| 3M | +2.1% | -44.2% | +46.2% | +13.5% |
| 6M | +17.5% | -38.6% | +56.1% | +26.9% |
| YTD | +31.0% | -28.0% | +59.0% | +35.4% |
| 1Y | +67.7% | +16.1% | +51.6% | +54.8% |
| 3Y | +43.4% | +84.0% | -40.6% | +6.9% |
| All | +16.6% | -34.9% | +51.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling