-3.9%
ARWR vs FGI
-70.0%
+66.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -17.7% | -4.1% | -13.6% | -17.6% |
| 30D | -21.9% | -3.4% | -18.6% | -21.9% |
| 3M | -44.5% | +61.8% | -106.3% | -45.6% |
| 6M | -32.6% | +17.0% | -49.6% | -33.5% |
| YTD | -26.2% | +31.4% | -57.6% | -28.7% |
| 1Y | +23.0% | +42.7% | -19.7% | +17.1% |
| 3Y | +81.8% | -0.1% | +81.9% | +68.8% |
| All | -3.9% | -70.0% | +66.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling