+18.8%
FIVE vs ARWR
-40.7%
+59.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.3% | +20.9% | +8.5% |
| 7D | +6.2% | -17.3% | +23.5% | +9.7% |
| 30D | +18.2% | -21.5% | +39.7% | +23.3% |
| 3M | +3.8% | -43.8% | +47.7% | +15.2% |
| 6M | +13.7% | -32.3% | +46.0% | +20.1% |
| YTD | +34.7% | -25.8% | +60.6% | +38.5% |
| 1Y | +66.6% | +25.5% | +41.1% | +51.4% |
| 3Y | +44.3% | +84.1% | -39.9% | +8.2% |
| 5Y | +18.8% | -39.2% | +58.0% | +12.4% |
| All | +18.8% | -40.7% | +59.4% | +12.4% |
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