-61.6%
XYZ vs ARWR
-40.7%
-21.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -15.3% | +18.9% | +8.6% |
| 7D | +14.9% | -17.3% | +32.2% | +21.6% |
| 30D | +14.7% | -21.5% | +36.2% | +23.3% |
| 3M | +12.1% | -43.8% | +55.9% | +33.8% |
| 6M | +18.3% | -32.3% | +50.6% | +30.1% |
| YTD | +36.1% | -25.8% | +61.9% | +42.4% |
| 1Y | +35.3% | +25.5% | +9.8% | +13.3% |
| 3Y | +73.5% | +84.1% | -10.7% | 0.0% |
| 5Y | -61.6% | -39.2% | -22.4% | -66.0% |
| All | -61.6% | -40.7% | -21.0% | -66.0% |
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