+83.9%
FERG vs ARWR
-40.7%
+124.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -15.3% | +26.6% | +13.0% |
| 7D | +7.3% | -17.3% | +24.7% | +9.4% |
| 30D | +18.1% | -21.5% | +39.7% | +21.1% |
| 3M | +1.6% | -43.8% | +45.5% | +8.5% |
| 6M | +8.5% | -32.3% | +40.8% | +12.5% |
| YTD | +18.6% | -25.8% | +44.4% | +21.0% |
| 1Y | +5.7% | +25.5% | -19.8% | +0.4% |
| 3Y | +74.0% | +84.1% | -10.1% | +47.4% |
| 5Y | +83.9% | -39.2% | +123.1% | +72.5% |
| All | +83.9% | -40.7% | +124.6% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling