+130.0%
FDS vs ARWR
+921.6%
-791.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.3% | +15.0% | +0.9% |
| 7D | -5.0% | -17.3% | +12.4% | -3.6% |
| 30D | +13.8% | -21.5% | +35.3% | +15.8% |
| 3M | +14.8% | -43.8% | +58.7% | +19.8% |
| 6M | +47.4% | -32.3% | +79.6% | +50.5% |
| YTD | +14.2% | -25.8% | +40.0% | +15.2% |
| 1Y | +26.6% | +25.5% | +1.1% | +21.3% |
| 3Y | -24.4% | +84.1% | -108.6% | -33.1% |
| 5Y | -22.6% | -39.2% | +16.6% | -26.7% |
| 10Y | +130.0% | +1,072.4% | -942.4% | +74.1% |
| All | +130.0% | +921.6% | -791.6% | +74.1% |
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