-52.0%
FIG vs ARWR
+17.3%
-69.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | +3.4% | -17.8% | +21.2% | +4.9% |
| 30D | -9.5% | -18.1% | +8.7% | -7.8% |
| 3M | -26.2% | -44.2% | +18.0% | -23.2% |
| 6M | +2.7% | -38.6% | +41.3% | +6.3% |
| YTD | -48.0% | -28.0% | -19.9% | -47.9% |
| 1Y | -52.0% | +16.1% | -68.2% | -56.7% |
| All | -52.0% | +17.3% | -69.4% | -56.7% |
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