+20.9%
XLB vs ARWR
+12.4%
+8.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.0% |
| 7D | 0.0% | -17.9% | +18.0% | +1.3% |
| 30D | +5.3% | -18.9% | +24.2% | +6.7% |
| 3M | 0.0% | -46.0% | +46.0% | +4.6% |
| 6M | +1.2% | -40.3% | +41.6% | +4.7% |
| YTD | +16.9% | -29.0% | +45.9% | +18.7% |
| 1Y | +20.9% | +13.8% | +7.1% | +20.0% |
| All | +20.9% | +12.4% | +8.5% | +20.0% |
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 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