-16.7%
FDS vs ARWR
+28.5%
-45.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -1.9% | +1.7% | -3.6% | -2.0% |
| 30D | +9.0% | -0.7% | +9.7% | +9.0% |
| 3M | +18.9% | +14.9% | +4.0% | +17.2% |
| 6M | +35.1% | +32.6% | +2.5% | +31.1% |
| YTD | +5.5% | +30.0% | -24.6% | +2.4% |
| 1Y | -16.8% | +208.4% | -225.2% | -26.1% |
| 3Y | -28.1% | +208.8% | -236.9% | -39.5% |
| All | -16.7% | +28.5% | -45.1% | -27.2% |
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