-21.6%
FDS vs ARWR
+200.0%
-221.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.4% |
| 7D | -5.4% | +2.9% | -8.2% | -5.2% |
| 30D | +1.6% | -2.9% | +4.5% | +1.4% |
| 3M | +17.7% | +15.2% | +2.5% | +18.9% |
| 6M | +29.1% | +42.3% | -13.2% | +29.7% |
| YTD | +1.0% | +28.2% | -27.2% | +1.5% |
| 1Y | -21.6% | +213.2% | -234.9% | -18.4% |
| All | -21.6% | +200.0% | -221.6% | -18.4% |
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 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