+599.5%
XYZ vs ARWR
+906.2%
-306.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +12.1% | -2.9% | +15.1% | +13.1% |
| 30D | +12.4% | -5.4% | +17.8% | +14.0% |
| 3M | +8.2% | -32.2% | +40.4% | +18.6% |
| 6M | +20.7% | -26.5% | +47.2% | +27.8% |
| YTD | +31.3% | -12.4% | +43.7% | +31.8% |
| 1Y | +20.5% | +46.9% | -26.4% | +4.1% |
| 3Y | +72.6% | +116.0% | -43.4% | +20.6% |
| 5Y | -64.0% | -28.0% | -36.0% | -68.1% |
| All | +599.5% | +906.2% | -306.7% | +281.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling