+153.5%
FDX vs ARWR
+1,024.2%
-870.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +5.2% | -17.8% | +23.0% | +7.2% |
| 30D | +11.3% | -18.1% | +29.4% | +13.4% |
| 3M | -4.1% | -44.2% | +40.1% | +1.6% |
| 6M | +9.6% | -38.6% | +48.3% | +14.6% |
| YTD | +40.9% | -28.0% | +68.9% | +44.1% |
| 1Y | +53.0% | +16.1% | +36.9% | +47.8% |
| 3Y | +74.1% | +84.0% | -9.9% | +52.3% |
| 5Y | +75.1% | -35.4% | +110.5% | +64.9% |
| All | +153.5% | +1,024.2% | -870.7% | +92.4% |
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 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