-51.7%
FIG vs ARWR
+59.7%
-111.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.7% | +5.0% |
| 7D | -4.7% | +2.4% | -7.0% | -4.8% |
| 30D | +0.5% | -1.1% | +1.7% | +0.5% |
| 3M | -18.4% | -31.2% | +12.8% | -16.9% |
| 6M | +10.9% | -19.3% | +30.2% | +11.8% |
| YTD | -40.8% | -7.1% | -33.6% | -42.0% |
| 1Y | -51.7% | +62.9% | -114.6% | -58.5% |
| All | -51.7% | +59.7% | -111.4% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling