+2,836.5%
FDX vs ARWR
-97.0%
+2,933.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.5% | +1.7% | -4.2% | -2.5% |
| 30D | +3.8% | -0.7% | +4.5% | +3.8% |
| 3M | -1.3% | +14.9% | -16.2% | -1.4% |
| 6M | +5.0% | +32.6% | -27.6% | +4.7% |
| YTD | +39.6% | +30.0% | +9.6% | +39.3% |
| 1Y | +81.1% | +208.4% | -127.2% | +79.3% |
| 3Y | +63.0% | +208.8% | -145.8% | +60.9% |
| 5Y | +65.6% | +27.8% | +37.8% | +64.1% |
| 10Y | +183.4% | +1,107.6% | -924.2% | +174.8% |
| All | +2,836.5% | -97.0% | +2,933.5% | +2,395.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling