-6.3%
ARWR vs FGI
-74.8%
+68.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -25.2% | +26.5% | +1.7% |
| 7D | -17.8% | -14.4% | -3.4% | -17.7% |
| 30D | -18.1% | -11.8% | -6.4% | -18.1% |
| 3M | -44.2% | -46.2% | +2.1% | -43.8% |
| 6M | -38.6% | +5.2% | -43.8% | -39.5% |
| YTD | -28.0% | +10.5% | -38.6% | -30.4% |
| 1Y | +16.1% | +25.5% | -9.4% | +10.6% |
| 3Y | +84.0% | -16.0% | +100.0% | +71.2% |
| All | -6.3% | -74.8% | +68.5% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling