+348.1%
FERG vs ARWR
+1,080.6%
-732.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | -4.3% | +3.3% | -0.8% |
| 30D | -11.8% | -7.3% | -4.6% | -11.4% |
| 3M | -1.2% | +17.0% | -18.2% | -2.3% |
| 6M | -2.3% | +39.8% | -42.1% | -4.4% |
| YTD | +0.8% | +24.7% | -23.9% | -0.9% |
| 1Y | +0.5% | +186.5% | -186.0% | -5.8% |
| 3Y | +51.4% | +176.8% | -125.4% | +38.6% |
| 5Y | +67.5% | +29.3% | +38.2% | +55.0% |
| All | +348.1% | +1,080.6% | -732.5% | +310.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling