+1,400.5%
FANG vs ARWR
+3,600.4%
-2,199.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -1.7% | +2.9% | -4.6% | -2.0% |
| 30D | +6.8% | -2.9% | +9.7% | +7.0% |
| 3M | +1.3% | +15.2% | -13.9% | -0.5% |
| 6M | +11.8% | +42.3% | -30.5% | +7.1% |
| YTD | +35.1% | +28.2% | +6.9% | +30.4% |
| 1Y | +48.9% | +213.2% | -164.3% | +30.2% |
| 3Y | +42.8% | +184.6% | -141.8% | +20.3% |
| 5Y | +230.3% | +29.2% | +201.0% | +190.8% |
| 10Y | +167.0% | +1,012.5% | -845.5% | +91.5% |
| All | +1,400.5% | +3,600.4% | -2,199.9% | +910.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling