-22.7%
FDS vs ARWR
-28.9%
+6.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.8% |
| 7D | -0.5% | -2.9% | +2.4% | -0.3% |
| 30D | +20.2% | -5.4% | +25.6% | +20.6% |
| 3M | +19.9% | -32.2% | +52.1% | +22.9% |
| 6M | +56.2% | -26.5% | +82.7% | +58.4% |
| YTD | +14.6% | -12.4% | +27.0% | +13.9% |
| 1Y | +31.6% | +46.9% | -15.3% | +24.0% |
| 3Y | -23.8% | +116.0% | -139.8% | -34.9% |
| All | -22.7% | -28.9% | +6.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling