-10.7%
FFIV vs ARWR
-32.1%
+21.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.9% |
| 7D | -2.9% | -19.9% | +17.0% | -4.3% |
| 30D | -32.4% | -18.7% | -13.7% | -33.2% |
| 3M | -22.7% | -44.7% | +22.0% | -26.6% |
| 6M | -10.7% | -36.5% | +25.8% | -13.8% |
| All | -10.7% | -32.1% | +21.4% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling