+24.3%
SYY vs ARWR
+85.8%
-61.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | 0.0% | -19.9% | +19.9% | +0.7% |
| 30D | -2.2% | -18.7% | +16.5% | -1.6% |
| 3M | -8.0% | -44.7% | +36.7% | -6.4% |
| 6M | +7.5% | -36.5% | +44.0% | +8.8% |
| YTD | +7.4% | -25.7% | +33.1% | +8.0% |
| 1Y | +4.9% | +18.9% | -14.1% | +3.9% |
| All | +24.3% | +85.8% | -61.5% | +17.1% |
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