-4.9%
LYB vs ARWR
+29.9%
-34.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -4.0% | +4.3% | +0.6% |
| 30D | +2.5% | -5.0% | +7.5% | +2.8% |
| 3M | +1.4% | +11.3% | -10.0% | +0.2% |
| 6M | -3.5% | +42.6% | -46.1% | -7.1% |
| YTD | +52.0% | +24.8% | +27.2% | +47.8% |
| 1Y | +22.1% | +178.8% | -156.7% | +8.7% |
| 3Y | -22.8% | +183.3% | -206.1% | -35.4% |
| All | -4.9% | +29.9% | -34.9% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling