+665.0%
LUV vs ARWR
-98.4%
+763.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -2.7% |
| 7D | +1.8% | -17.9% | +19.7% | +1.8% |
| 30D | +11.3% | -18.9% | +30.2% | +11.3% |
| 3M | +1.0% | -46.0% | +47.0% | +1.2% |
| 6M | +15.6% | -40.3% | +56.0% | +15.8% |
| YTD | +10.9% | -29.0% | +39.9% | +11.0% |
| 1Y | +38.1% | +13.8% | +24.3% | +38.0% |
| 3Y | +108.2% | +74.9% | +33.3% | +107.5% |
| 5Y | +1.7% | -36.2% | +38.0% | +1.6% |
| 10Y | +16.8% | +1,028.0% | -1,011.2% | +16.3% |
| All | +665.0% | -98.4% | +763.4% | +783.4% |
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