+9.1%
XLF vs ARWR
+208.4%
-199.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | +0.2% | -0.7% | +0.8% | +0.2% |
| 3M | +11.7% | +14.9% | -3.2% | +10.7% |
| 6M | +13.8% | +32.6% | -18.8% | +11.3% |
| YTD | +7.0% | +30.0% | -23.1% | +4.7% |
| 1Y | +9.1% | +208.4% | -199.2% | +4.3% |
| All | +9.1% | +208.4% | -199.2% | +4.3% |
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 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