+34.3%
FANG vs ARWR
+59.7%
-25.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -4.9% |
| 7D | -11.3% | +2.4% | -13.7% | -11.3% |
| 30D | -0.7% | -1.1% | +0.5% | -0.6% |
| 3M | -4.2% | -31.2% | +27.0% | -4.4% |
| 6M | -13.5% | -19.3% | +5.8% | -13.6% |
| YTD | +23.7% | -7.1% | +30.9% | +23.8% |
| 1Y | +34.3% | +62.9% | -28.5% | +32.3% |
| All | +34.3% | +59.7% | -25.4% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling