+153.4%
FDX vs ARWR
+1,055.7%
-902.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.5% | -17.7% | +18.1% | +2.4% |
| 30D | +9.5% | -21.9% | +31.4% | +12.2% |
| 3M | -1.3% | -44.5% | +43.2% | +4.6% |
| 6M | +5.5% | -32.6% | +38.1% | +9.1% |
| YTD | +38.9% | -26.2% | +65.1% | +41.6% |
| 1Y | +58.8% | +23.0% | +35.8% | +52.4% |
| 3Y | +71.1% | +81.8% | -10.6% | +49.9% |
| 5Y | +76.3% | -36.0% | +112.3% | +66.2% |
| 10Y | +153.4% | +1,039.5% | -886.1% | +91.6% |
| All | +153.4% | +1,055.7% | -902.2% | +91.6% |
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