+1,545.2%
FERG vs ARWR
+790.9%
+754.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +7.2% | -17.7% | +24.9% | +7.8% |
| 30D | +17.9% | -21.9% | +39.8% | +18.8% |
| 3M | -1.3% | -44.5% | +43.2% | +0.6% |
| 6M | +8.3% | -32.6% | +40.9% | +9.5% |
| YTD | +18.3% | -26.2% | +44.5% | +19.1% |
| 1Y | +4.7% | +23.0% | -18.3% | +3.5% |
| 3Y | +70.3% | +81.8% | -11.5% | +63.8% |
| 5Y | +84.6% | -36.0% | +120.7% | +79.8% |
| 10Y | +430.3% | +1,039.5% | -609.2% | +397.9% |
| All | +1,545.2% | +790.9% | +754.3% | +1,477.5% |
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 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