+22,365.1%
FICO vs ARWR
-98.0%
+22,463.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | +1.0% |
| 7D | -0.3% | -5.0% | +4.8% | -0.2% |
| 30D | +1.7% | -6.6% | +8.3% | +1.8% |
| 3M | -35.2% | -33.9% | -1.3% | -35.0% |
| 6M | -33.7% | -23.3% | -10.3% | -33.6% |
| YTD | -58.2% | -13.5% | -44.7% | -58.2% |
| 1Y | -56.6% | +42.5% | -99.1% | -56.7% |
| 3Y | -24.0% | +104.1% | -128.1% | -24.6% |
| 5Y | +86.1% | -28.8% | +114.9% | +85.3% |
| 10Y | +522.8% | +911.6% | -388.8% | +511.9% |
| All | +22,365.1% | -98.0% | +22,463.1% | +25,007.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling