+120.7%
XLK vs ARWR
+173.2%
-52.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | +2.3% | -3.2% | +5.5% | +2.7% |
| 30D | +0.8% | -6.5% | +7.3% | +1.6% |
| 3M | +4.1% | +12.7% | -8.6% | +2.2% |
| 6M | +34.8% | +36.2% | -1.4% | +29.1% |
| YTD | +30.8% | +24.5% | +6.3% | +26.3% |
| 1Y | +42.4% | +198.0% | -155.6% | +22.9% |
| All | +120.7% | +173.2% | -52.5% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling