-0.3%
FERG vs ARWR
+201.3%
-201.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -1.0% |
| 7D | +0.9% | -3.2% | +4.1% | +1.3% |
| 30D | -15.1% | -6.5% | -8.6% | -14.3% |
| 3M | -4.8% | +12.7% | -17.5% | -6.9% |
| 6M | -2.5% | +36.2% | -38.7% | -7.3% |
| YTD | +1.8% | +24.5% | -22.7% | -2.5% |
| 1Y | -0.3% | +198.0% | -198.3% | -19.0% |
| All | -0.3% | +201.3% | -201.7% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling