-68.9%
XYZ vs ARWR
+28.5%
-97.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.0% | +1.7% | -2.7% | -1.5% |
| 30D | -1.7% | -0.7% | -1.1% | -1.6% |
| 3M | +16.7% | +14.9% | +1.9% | +9.7% |
| 6M | +26.9% | +32.6% | -5.8% | +12.1% |
| YTD | +27.1% | +30.0% | -2.9% | +12.0% |
| 1Y | +9.3% | +208.4% | -199.1% | -33.1% |
| 3Y | +42.3% | +208.8% | -166.5% | -29.1% |
| All | -68.9% | +28.5% | -97.3% | -78.0% |
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