-23.8%
FICO vs ARWR
+103.1%
-126.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | +1.3% |
| 7D | -0.3% | -5.0% | +4.8% | 0.0% |
| 30D | +1.7% | -6.6% | +8.3% | +2.0% |
| 3M | -35.2% | -33.9% | -1.3% | -33.6% |
| 6M | -33.7% | -23.3% | -10.3% | -33.0% |
| YTD | -58.2% | -13.5% | -44.7% | -58.4% |
| 1Y | -56.6% | +42.5% | -99.1% | -58.9% |
| All | -23.8% | +103.1% | -126.9% | -34.0% |
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