+539.5%
FICO vs ARWR
+1,021.8%
-482.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | +4.0% | -19.9% | +23.9% | +6.9% |
| 30D | -1.5% | -18.7% | +17.2% | +0.9% |
| 3M | -29.8% | -44.7% | +14.9% | -24.4% |
| 6M | -33.3% | -36.5% | +3.3% | -30.1% |
| YTD | -56.9% | -25.7% | -31.2% | -56.2% |
| 1Y | -59.5% | +18.9% | -78.4% | -62.0% |
| 3Y | -26.9% | +83.1% | -110.0% | -40.4% |
| 5Y | +92.9% | -34.9% | +127.8% | +75.8% |
| 10Y | +539.5% | +1,080.9% | -541.4% | +315.9% |
| All | +539.5% | +1,021.8% | -482.3% | +315.9% |
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