-63.9%
XYZ vs ARWR
-28.9%
-35.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +12.1% | -2.9% | +15.1% | +13.4% |
| 30D | +12.4% | -5.4% | +17.8% | +14.5% |
| 3M | +8.2% | -32.2% | +40.4% | +22.3% |
| 6M | +20.7% | -26.5% | +47.2% | +30.1% |
| YTD | +31.3% | -12.4% | +43.7% | +31.1% |
| 1Y | +20.5% | +46.9% | -26.4% | -3.4% |
| 3Y | +72.6% | +116.0% | -43.4% | -4.7% |
| All | -63.9% | -28.9% | -35.0% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling