+422.3%
XLF vs ARWR
+10.7%
+411.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | +0.2% | -0.7% | +0.8% | +0.2% |
| 3M | +11.7% | +14.9% | -3.2% | +11.6% |
| 6M | +13.8% | +32.6% | -18.8% | +13.5% |
| YTD | +7.0% | +30.0% | -23.1% | +6.7% |
| 1Y | +9.1% | +208.4% | -199.2% | +8.0% |
| 3Y | +75.6% | +208.8% | -133.2% | +73.3% |
| 5Y | +66.4% | +27.8% | +38.6% | +64.9% |
| 10Y | +250.3% | +1,107.6% | -857.3% | +240.5% |
| All | +422.3% | +10.7% | +411.6% | +380.1% |
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