+25.2%
FDS vs ARWR
+20.0%
+5.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.3% |
| 7D | -2.0% | -17.7% | +15.7% | -2.9% |
| 30D | +13.5% | -21.9% | +35.4% | +12.2% |
| 3M | +15.2% | -44.5% | +59.7% | +11.9% |
| 6M | +47.0% | -32.6% | +79.6% | +44.1% |
| YTD | +13.9% | -26.2% | +40.1% | +10.8% |
| 1Y | +25.2% | +23.0% | +2.2% | +25.8% |
| All | +25.2% | +20.0% | +5.2% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling