+499.7%
FICO vs ARWR
+906.2%
-406.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -0.9% | -2.9% | +2.0% | -0.6% |
| 30D | +3.3% | -5.4% | +8.7% | +3.9% |
| 3M | -31.7% | -32.2% | +0.5% | -28.4% |
| 6M | -34.0% | -26.5% | -7.5% | -32.1% |
| YTD | -58.3% | -12.4% | -45.9% | -58.5% |
| 1Y | -57.9% | +46.9% | -104.8% | -61.6% |
| 3Y | -24.1% | +116.0% | -140.0% | -39.0% |
| 5Y | +85.3% | -28.0% | +113.3% | +67.4% |
| All | +499.7% | +906.2% | -406.6% | +291.9% |
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