+810.4%
FIVE vs ARWR
+1,500.6%
-690.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.8% | +2.5% | -3.5% |
| 7D | -1.7% | -5.0% | +3.3% | -1.2% |
| 30D | +14.9% | -6.6% | +21.6% | +15.8% |
| 3M | +7.6% | -33.9% | +41.5% | +12.4% |
| 6M | +6.4% | -23.3% | +29.7% | +8.6% |
| YTD | +28.1% | -13.5% | +41.5% | +28.6% |
| 1Y | +54.7% | +42.5% | +12.2% | +46.3% |
| 3Y | +36.1% | +104.1% | -68.1% | +18.6% |
| 5Y | +14.9% | -28.8% | +43.7% | +7.3% |
| 10Y | +578.8% | +911.6% | -332.8% | +414.7% |
| All | +810.4% | +1,500.6% | -690.1% | +634.4% |
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