+129.4%
FDS vs ARWR
+1,009.4%
-880.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | -0.6% |
| 7D | -2.6% | -17.9% | +15.4% | -1.2% |
| 30D | +14.1% | -18.9% | +32.9% | +15.8% |
| 3M | +19.8% | -46.0% | +65.7% | +25.3% |
| 6M | +55.0% | -40.3% | +95.3% | +60.0% |
| YTD | +15.9% | -29.0% | +44.9% | +17.4% |
| 1Y | +24.2% | +13.8% | +10.4% | +19.9% |
| 3Y | -24.0% | +74.9% | -98.9% | -32.5% |
| 5Y | -23.3% | -36.2% | +12.9% | -27.7% |
| All | +129.4% | +1,009.4% | -880.0% | +74.4% |
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