+25.1%
XYZ vs ARWR
+12.4%
+12.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.4% | -3.6% |
| 7D | -2.1% | -17.9% | +15.8% | -0.6% |
| 30D | +7.0% | -18.9% | +25.9% | +9.0% |
| 3M | +5.1% | -46.0% | +51.0% | +10.4% |
| 6M | +14.1% | -40.3% | +54.4% | +18.8% |
| YTD | +26.4% | -29.0% | +55.4% | +28.1% |
| 1Y | +25.1% | +13.8% | +11.2% | +25.9% |
| All | +25.1% | +12.4% | +12.7% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling