-83.7%
FIG vs ARWR
+265.1%
-348.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | -13.1% | -2.9% | -10.2% | -12.7% |
| 30D | -13.0% | -5.4% | -7.6% | -12.4% |
| 3M | -21.5% | -32.2% | +10.7% | -18.9% |
| 6M | -2.5% | -26.5% | +24.0% | -0.2% |
| YTD | -49.7% | -12.4% | -37.3% | -50.4% |
| 1Y | -59.1% | +46.9% | -106.0% | -64.7% |
| All | -83.7% | +265.1% | -348.9% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling