+1,080.1%
XLI vs ARWR
-39.6%
+1,119.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.9% |
| 7D | +4.3% | -17.9% | +22.2% | +4.4% |
| 30D | +0.5% | -18.9% | +19.3% | +0.6% |
| 3M | -8.6% | -46.0% | +37.4% | -8.2% |
| 6M | -2.3% | -40.3% | +38.0% | -2.0% |
| YTD | +10.1% | -29.0% | +39.1% | +10.3% |
| 1Y | +11.0% | +13.8% | -2.8% | +10.8% |
| 3Y | +72.3% | +74.9% | -2.6% | +70.9% |
| 5Y | +70.8% | -36.2% | +107.1% | +70.2% |
| 10Y | +228.7% | +1,028.0% | -799.3% | +221.4% |
| All | +1,080.1% | -39.6% | +1,119.7% | +984.8% |
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