+541.4%
FICO vs ARWR
+1,024.2%
-482.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +2.2% | -17.8% | +20.1% | +4.7% |
| 30D | +0.1% | -18.1% | +18.2% | +2.5% |
| 3M | -35.2% | -44.2% | +9.0% | -30.3% |
| 6M | -32.4% | -38.6% | +6.3% | -28.8% |
| YTD | -57.4% | -28.0% | -29.4% | -56.5% |
| 1Y | -58.5% | +16.1% | -74.7% | -61.0% |
| 3Y | -28.9% | +84.0% | -112.8% | -42.1% |
| 5Y | +91.7% | -35.4% | +127.1% | +74.9% |
| All | +541.4% | +1,024.2% | -482.8% | +319.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling