-83.2%
FIG vs ARWR
+209.1%
-292.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.3% | +18.5% | +4.6% |
| 7D | -12.6% | -17.3% | +4.7% | -10.9% |
| 30D | -13.8% | -21.5% | +7.8% | -11.7% |
| 3M | -16.7% | -43.8% | +27.1% | -12.5% |
| 6M | -6.1% | -32.3% | +26.2% | -3.6% |
| YTD | -48.1% | -25.8% | -22.3% | -48.1% |
| 1Y | -56.2% | +25.5% | -81.7% | -61.7% |
| All | -83.2% | +209.1% | -292.3% | -88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling