+1,331.5%
XLK vs ARWR
-38.7%
+1,370.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | +3.4% | -17.8% | +21.2% | +3.5% |
| 30D | -10.6% | -18.1% | +7.6% | -10.4% |
| 3M | -10.6% | -44.2% | +33.5% | -10.2% |
| 6M | -3.5% | -38.6% | +35.2% | -3.2% |
| YTD | +18.7% | -28.0% | +46.7% | +18.9% |
| 1Y | +19.4% | +16.1% | +3.3% | +19.2% |
| 3Y | +94.5% | +84.0% | +10.5% | +92.7% |
| 5Y | +111.2% | -35.4% | +146.6% | +110.3% |
| 10Y | +707.2% | +1,043.1% | -335.9% | +691.1% |
| All | +1,331.5% | -38.7% | +1,370.2% | +1,274.8% |
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