+851.7%
FIVE vs ARWR
+2,305.0%
-1,453.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +4.3% | +1.7% | +2.6% | +4.0% |
| 30D | +12.5% | -0.7% | +13.2% | +12.5% |
| 3M | +31.2% | +14.9% | +16.4% | +28.7% |
| 6M | +14.4% | +32.6% | -18.3% | +9.9% |
| YTD | +33.9% | +30.0% | +3.8% | +28.7% |
| 1Y | +65.1% | +208.4% | -143.3% | +43.4% |
| 3Y | +49.0% | +208.8% | -159.8% | +24.0% |
| 5Y | +30.3% | +27.8% | +2.5% | +14.9% |
| 10Y | +481.1% | +1,107.6% | -626.4% | +324.3% |
| All | +851.7% | +2,305.0% | -1,453.3% | +635.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling