+1,477.5%
XLK vs ARWR
+9.1%
+1,468.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +2.3% | +2.9% | -0.6% | +2.3% |
| 30D | -0.1% | -2.9% | +2.8% | 0.0% |
| 3M | +2.1% | +15.2% | -13.1% | +2.0% |
| 6M | +37.2% | +42.3% | -5.1% | +36.7% |
| YTD | +30.8% | +28.2% | +2.6% | +30.5% |
| 1Y | +42.6% | +213.2% | -170.6% | +41.2% |
| 3Y | +121.8% | +184.6% | -62.8% | +119.0% |
| 5Y | +145.7% | +29.2% | +116.4% | +143.4% |
| 10Y | +782.1% | +1,012.5% | -230.5% | +761.7% |
| All | +1,477.5% | +9.1% | +1,468.4% | +1,408.3% |
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 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