+638.0%
XYZ vs ARWR
+921.6%
-283.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -15.3% | +18.9% | +7.4% |
| 7D | +14.9% | -17.3% | +32.2% | +20.0% |
| 30D | +14.7% | -21.5% | +36.2% | +21.2% |
| 3M | +12.1% | -43.8% | +55.9% | +28.3% |
| 6M | +18.3% | -32.3% | +50.6% | +27.5% |
| YTD | +36.1% | -25.8% | +61.9% | +41.6% |
| 1Y | +35.3% | +25.5% | +9.8% | +20.6% |
| 3Y | +73.5% | +84.1% | -10.7% | +24.7% |
| 5Y | -61.6% | -39.2% | -22.4% | -64.8% |
| 10Y | +638.0% | +1,072.4% | -434.4% | +318.4% |
| All | +638.0% | +921.6% | -283.6% | +318.4% |
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 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