+145.6%
XLK vs ARWR
+26.4%
+119.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.4% | -4.3% | +3.9% | +0.3% |
| 30D | -0.5% | -7.3% | +6.8% | +0.6% |
| 3M | +5.0% | +17.0% | -12.0% | +1.9% |
| 6M | +32.9% | +39.8% | -6.9% | +24.9% |
| YTD | +29.0% | +24.7% | +4.3% | +23.0% |
| 1Y | +37.8% | +186.5% | -148.6% | +13.5% |
| 3Y | +118.7% | +176.8% | -58.1% | +66.2% |
| 5Y | +145.6% | +29.3% | +116.2% | +104.4% |
| All | +145.6% | +26.4% | +119.2% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling