+543.0%
XYZ vs ARWR
+933.5%
-390.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.8% | +2.7% | -2.4% |
| 7D | +9.2% | -5.0% | +14.2% | +10.7% |
| 30D | +9.8% | -6.6% | +16.4% | +11.7% |
| 3M | -0.2% | -33.9% | +33.7% | +10.0% |
| 6M | +18.0% | -23.3% | +41.3% | +23.5% |
| YTD | +29.1% | -13.5% | +42.6% | +30.0% |
| 1Y | +14.1% | +42.5% | -28.4% | -0.5% |
| 3Y | +72.6% | +104.1% | -31.5% | +23.1% |
| 5Y | -64.6% | -28.8% | -35.8% | -68.4% |
| 10Y | +590.0% | +911.6% | -321.6% | +265.2% |
| All | +543.0% | +933.5% | -390.5% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling