+181.9%
FANG vs ARWR
+1,081.9%
-900.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | -4.0% | +6.9% | +3.3% |
| 30D | +2.6% | -5.0% | +7.7% | +3.1% |
| 3M | +7.6% | +11.3% | -3.8% | +6.0% |
| 6M | +17.3% | +42.6% | -25.3% | +12.0% |
| YTD | +38.7% | +24.8% | +13.9% | +33.9% |
| 1Y | +51.6% | +178.8% | -127.1% | +33.1% |
| 3Y | +50.0% | +183.3% | -133.4% | +24.7% |
| 5Y | +237.6% | +29.5% | +208.1% | +194.3% |
| All | +181.9% | +1,081.9% | -900.0% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling