-63.7%
XYZ vs ARWR
-34.9%
-28.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.4% |
| 7D | -1.1% | -17.8% | +16.8% | +4.8% |
| 30D | +11.5% | -18.1% | +29.7% | +18.4% |
| 3M | +1.8% | -44.2% | +46.0% | +22.0% |
| 6M | +21.2% | -38.6% | +59.9% | +38.3% |
| YTD | +29.9% | -28.0% | +58.0% | +37.4% |
| 1Y | +35.8% | +16.1% | +19.6% | +16.7% |
| 3Y | +62.6% | +84.0% | -21.4% | -7.8% |
| All | -63.7% | -34.9% | -28.8% | -67.7% |
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