+566.1%
XYZ vs ARWR
+1,009.4%
-443.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.4% | -2.9% |
| 7D | -2.1% | -17.9% | +15.8% | +2.3% |
| 30D | +7.0% | -18.9% | +25.9% | +12.3% |
| 3M | +5.1% | -46.0% | +51.0% | +21.4% |
| 6M | +14.1% | -40.3% | +54.4% | +27.1% |
| YTD | +26.4% | -29.0% | +55.4% | +33.0% |
| 1Y | +25.1% | +13.8% | +11.2% | +14.3% |
| 3Y | +59.7% | +74.9% | -15.2% | +16.4% |
| 5Y | -63.8% | -36.2% | -27.6% | -67.0% |
| All | +566.1% | +1,009.4% | -443.3% | +281.1% |
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