+643.2%
LYB vs ARWR
+479.0%
+164.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -0.9% | +2.9% | -3.8% | -1.1% |
| 30D | +9.5% | -2.9% | +12.4% | +9.7% |
| 3M | +1.3% | +15.2% | -13.9% | -0.2% |
| 6M | -1.7% | +42.3% | -44.0% | -5.2% |
| YTD | +54.1% | +28.2% | +25.9% | +49.6% |
| 1Y | +25.7% | +213.2% | -187.6% | +12.6% |
| 3Y | -20.9% | +184.6% | -205.6% | -31.2% |
| 5Y | -1.5% | +29.2% | -30.8% | -11.5% |
| 10Y | +45.0% | +1,012.5% | -967.6% | +6.0% |
| All | +643.2% | +479.0% | +164.2% | +415.3% |
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