+4.4%
FICO vs ARWR
+211.2%
-206.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.7% |
| 7D | -19.2% | +1.7% | -20.9% | -19.3% |
| 30D | -14.6% | -0.7% | -13.9% | -14.6% |
| 3M | -20.1% | +14.9% | -35.0% | -21.2% |
| 6M | -36.3% | +32.6% | -68.9% | -38.2% |
| YTD | -44.9% | +30.0% | -74.9% | -46.5% |
| 1Y | -38.6% | +208.4% | -247.0% | -45.6% |
| All | +4.4% | +211.2% | -206.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling