+2,716.6%
FDX vs ARWR
-98.0%
+2,814.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -2.7% |
| 7D | -1.6% | -2.9% | +1.3% | -1.6% |
| 30D | +6.6% | -5.4% | +12.0% | +6.7% |
| 3M | -2.1% | -32.2% | +30.2% | -1.8% |
| 6M | +2.2% | -26.5% | +28.7% | +2.4% |
| YTD | +33.9% | -12.4% | +46.3% | +34.0% |
| 1Y | +50.2% | +46.9% | +3.4% | +49.6% |
| 3Y | +65.5% | +116.0% | -50.4% | +63.8% |
| 5Y | +74.1% | -28.0% | +102.0% | +73.3% |
| 10Y | +156.7% | +923.9% | -767.3% | +149.4% |
| All | +2,716.6% | -98.0% | +2,814.6% | +2,300.7% |
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