+1,348.4%
FERG vs ARWR
+1,469.8%
-121.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -10.2% | -0.7% | -9.5% | -10.2% |
| 3M | -0.6% | +14.9% | -15.5% | -1.2% |
| 6M | -6.5% | +32.6% | -39.2% | -7.6% |
| YTD | +4.2% | +30.0% | -25.9% | +3.0% |
| 1Y | -2.3% | +208.4% | -210.6% | -6.3% |
| 3Y | +48.5% | +208.8% | -160.3% | +40.3% |
| 5Y | +72.0% | +27.8% | +44.2% | +64.1% |
| 10Y | +369.9% | +1,107.6% | -737.7% | +334.9% |
| All | +1,348.4% | +1,469.8% | -121.4% | +1,263.2% |
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