+1,090.8%
XLI vs ARWR
-36.7%
+1,127.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +0.9% | -19.9% | +20.8% | +1.0% |
| 30D | +1.1% | -18.7% | +19.8% | +1.2% |
| 3M | -7.7% | -44.7% | +37.0% | -7.3% |
| 6M | -1.8% | -36.5% | +34.7% | -1.5% |
| YTD | +11.1% | -25.7% | +36.7% | +11.3% |
| 1Y | +12.1% | +18.9% | -6.8% | +11.8% |
| 3Y | +73.8% | +83.1% | -9.2% | +72.4% |
| 5Y | +73.8% | -34.9% | +108.6% | +73.0% |
| 10Y | +231.7% | +1,080.9% | -849.2% | +224.2% |
| All | +1,090.8% | -36.7% | +1,127.5% | +994.3% |
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