-56.4%
FICO vs ARWR
+59.7%
-116.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.1% |
| 7D | +0.4% | +2.4% | -2.0% | +0.5% |
| 30D | +1.7% | -1.1% | +2.8% | +1.7% |
| 3M | -33.0% | -31.2% | -1.9% | -33.1% |
| 6M | -33.9% | -19.3% | -14.6% | -33.9% |
| YTD | -58.5% | -7.1% | -51.4% | -59.2% |
| 1Y | -56.4% | +62.9% | -119.2% | -55.7% |
| All | -56.4% | +59.7% | -116.1% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling