+820.5%
XLB vs ARWR
+10.7%
+809.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -1.4% | +1.7% | -3.1% | -1.4% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +2.0% | +14.9% | -12.9% | +1.8% |
| 6M | +1.8% | +32.6% | -30.8% | +1.6% |
| YTD | +16.6% | +30.0% | -13.5% | +16.3% |
| 1Y | +16.9% | +208.4% | -191.4% | +15.9% |
| 3Y | +32.6% | +208.8% | -176.2% | +31.0% |
| 5Y | +35.6% | +27.8% | +7.8% | +34.5% |
| 10Y | +160.0% | +1,107.6% | -947.5% | +153.8% |
| All | +820.5% | +10.7% | +809.8% | +761.4% |
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