+8.6%
XLF vs ARWR
+195.4%
-186.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.9% | -4.3% | +1.4% | -2.7% |
| 30D | -1.6% | -7.3% | +5.7% | -1.2% |
| 3M | +9.3% | +17.0% | -7.7% | +8.0% |
| 6M | +14.6% | +39.8% | -25.2% | +11.7% |
| YTD | +4.7% | +24.7% | -19.9% | +2.6% |
| 1Y | +8.6% | +186.5% | -177.8% | +2.0% |
| All | +8.6% | +195.4% | -186.7% | +2.0% |
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