-56.3%
FIG vs ARWR
+20.5%
-76.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.3% | +18.5% | +4.4% |
| 7D | -12.6% | -17.3% | +4.7% | -11.1% |
| 30D | -13.8% | -21.5% | +7.8% | -12.0% |
| 3M | -16.7% | -43.8% | +27.1% | -13.3% |
| 6M | -6.1% | -32.3% | +26.2% | -3.9% |
| YTD | -48.1% | -25.8% | -22.3% | -48.3% |
| All | -56.3% | +20.5% | -76.9% | -61.1% |
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 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