+15.9%
XLF vs ARWR
-39.1%
+55.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +2.7% | -17.8% | +20.5% | +3.2% |
| 30D | +7.6% | -18.1% | +25.8% | +8.3% |
| 3M | +1.1% | -44.2% | +45.3% | +2.5% |
| 6M | +15.9% | -38.6% | +54.5% | +17.6% |
| All | +15.9% | -39.1% | +55.0% | +17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling