+50.6%
LYB vs ARWR
+59.7%
-9.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.6% | -8.3% | -4.4% |
| 7D | -6.2% | +2.4% | -8.6% | -6.0% |
| 30D | +6.3% | -1.1% | +7.4% | +6.3% |
| 3M | +4.1% | -31.2% | +35.3% | +1.7% |
| 6M | -15.5% | -19.3% | +3.8% | -16.2% |
| YTD | +50.2% | -7.1% | +57.4% | +51.8% |
| 1Y | +50.6% | +62.9% | -12.3% | +43.7% |
| All | +50.6% | +59.7% | -9.1% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling