+101.7%
FICO vs ARWR
+28.5%
+73.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.7% |
| 7D | -19.2% | +1.7% | -20.9% | -19.4% |
| 30D | -14.6% | -0.7% | -13.9% | -14.6% |
| 3M | -20.1% | +14.9% | -35.0% | -22.2% |
| 6M | -36.3% | +32.6% | -68.9% | -39.8% |
| YTD | -44.9% | +30.0% | -74.9% | -47.9% |
| 1Y | -38.6% | +208.4% | -247.0% | -50.7% |
| 3Y | +4.0% | +208.8% | -204.8% | -24.1% |
| All | +101.7% | +28.5% | +73.2% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling