-22.0%
LYB vs ARWR
+173.6%
-195.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.7% | -4.3% | +3.6% | -0.4% |
| 30D | +1.5% | -7.3% | +8.8% | +2.0% |
| 3M | -0.3% | +17.0% | -17.3% | -1.7% |
| 6M | +0.1% | +39.8% | -39.7% | -3.3% |
| YTD | +53.4% | +24.7% | +28.8% | +49.6% |
| 1Y | +25.6% | +186.5% | -160.8% | +10.7% |
| All | -22.0% | +173.6% | -195.6% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling