+20.7%
XLK vs ARWR
+59.7%
-39.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.4% |
| 7D | -7.6% | +2.4% | -10.0% | -7.8% |
| 30D | -12.2% | -1.1% | -11.0% | -12.1% |
| 3M | -5.5% | -31.2% | +25.7% | -1.8% |
| 6M | +9.2% | -19.3% | +28.5% | +10.9% |
| YTD | +23.0% | -7.1% | +30.2% | +22.3% |
| 1Y | +20.7% | +62.9% | -42.2% | +14.3% |
| All | +20.7% | +59.7% | -39.0% | +14.3% |
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 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