+39.2%
XLK vs ARWR
+188.7%
-149.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -4.0% | +4.3% | +0.7% |
| 30D | -0.6% | -5.0% | +4.4% | -0.1% |
| 3M | +2.6% | +11.3% | -8.8% | +1.0% |
| 6M | +34.0% | +42.6% | -8.6% | +27.8% |
| YTD | +30.7% | +24.8% | +5.9% | +26.0% |
| 1Y | +39.2% | +178.8% | -139.6% | +20.9% |
| All | +39.2% | +188.7% | -149.5% | +20.9% |
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 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