+425.1%
XLF vs ARWR
-39.6%
+464.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.7% |
| 7D | +1.2% | -17.9% | +19.2% | +1.4% |
| 30D | +6.2% | -18.9% | +25.1% | +6.3% |
| 3M | +0.9% | -46.0% | +46.8% | +1.3% |
| 6M | +13.6% | -40.3% | +54.0% | +14.0% |
| YTD | +7.6% | -29.0% | +36.6% | +7.8% |
| 1Y | +10.2% | +13.8% | -3.7% | +9.9% |
| 3Y | +79.8% | +74.9% | +4.9% | +78.2% |
| 5Y | +58.0% | -36.2% | +94.2% | +57.3% |
| 10Y | +222.8% | +1,028.0% | -805.2% | +214.7% |
| All | +425.1% | -39.6% | +464.7% | +384.9% |
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