+12.0%
FANG vs ARWR
+39.8%
-27.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.4% |
| 7D | -0.4% | -3.2% | +2.8% | -0.5% |
| 30D | +2.4% | -6.5% | +8.9% | +2.1% |
| 3M | +4.9% | +12.7% | -7.8% | +5.9% |
| 6M | +12.0% | +36.2% | -24.2% | +16.5% |
| All | +12.0% | +39.8% | -27.8% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling