+1,101.4%
XLY vs ARWR
+5.9%
+1,095.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.3% |
| 7D | -2.1% | -3.2% | +1.1% | -2.1% |
| 30D | -6.0% | -6.5% | +0.4% | -6.0% |
| 3M | -2.7% | +12.7% | -15.4% | -2.9% |
| 6M | -1.5% | +36.2% | -37.7% | -1.8% |
| YTD | -5.4% | +24.5% | -29.9% | -5.7% |
| 1Y | -3.8% | +198.0% | -201.8% | -4.8% |
| 3Y | +36.6% | +176.4% | -139.8% | +34.8% |
| 5Y | +27.4% | +26.6% | +0.8% | +26.1% |
| 10Y | +218.2% | +1,054.1% | -835.8% | +210.1% |
| All | +1,101.4% | +5.9% | +1,095.5% | +1,012.4% |
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 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