+10.6%
XLI vs ARWR
+24.2%
-13.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -1.5% | -17.7% | +16.2% | -0.1% |
| 30D | -0.3% | -21.9% | +21.6% | +1.6% |
| 3M | -8.4% | -44.5% | +36.2% | -3.6% |
| 6M | -2.1% | -32.6% | +30.5% | +0.6% |
| YTD | +9.6% | -26.2% | +35.8% | +11.0% |
| All | +10.6% | +24.2% | -13.6% | +10.2% |
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