+1,577.3%
FERG vs ARWR
+797.5%
+779.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.9% |
| 7D | +6.4% | -19.9% | +26.4% | +7.2% |
| 30D | +19.9% | -18.7% | +38.6% | +20.7% |
| 3M | +5.6% | -44.7% | +50.2% | +7.6% |
| 6M | +9.2% | -36.5% | +45.7% | +10.7% |
| YTD | +20.6% | -25.7% | +46.3% | +21.4% |
| 1Y | +5.7% | +18.9% | -13.3% | +4.6% |
| 3Y | +73.6% | +83.1% | -9.5% | +66.9% |
| 5Y | +86.2% | -34.9% | +121.1% | +81.2% |
| 10Y | +440.7% | +1,080.9% | -640.2% | +407.3% |
| All | +1,577.3% | +797.5% | +779.8% | +1,507.8% |
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 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