+130.2%
FDS vs ARWR
+1,021.8%
-891.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -2.1% | -19.9% | +17.8% | -0.5% |
| 30D | +16.0% | -18.7% | +34.7% | +17.7% |
| 3M | +18.8% | -44.7% | +63.5% | +24.0% |
| 6M | +54.1% | -36.5% | +90.6% | +58.3% |
| YTD | +17.0% | -25.7% | +42.7% | +18.1% |
| 1Y | +25.5% | +18.9% | +6.6% | +20.8% |
| 3Y | -23.3% | +83.1% | -106.4% | -32.1% |
| 5Y | -22.6% | -34.9% | +12.2% | -27.1% |
| 10Y | +130.2% | +1,080.9% | -950.6% | +74.2% |
| All | +130.2% | +1,021.8% | -891.6% | +74.2% |
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