-52.4%
FIS vs ARWR
+1,024.2%
-1,076.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +4.0% |
| 7D | +2.8% | -17.8% | +20.7% | +4.6% |
| 30D | -16.7% | -18.1% | +1.4% | -15.4% |
| 3M | -32.3% | -44.2% | +11.9% | -28.9% |
| 6M | -29.1% | -38.6% | +9.6% | -26.6% |
| YTD | -54.1% | -28.0% | -26.1% | -53.5% |
| 1Y | -53.7% | +16.1% | -69.9% | -55.4% |
| 3Y | -38.8% | +84.0% | -122.8% | -46.3% |
| 5Y | -71.1% | -35.4% | -35.7% | -72.9% |
| All | -52.4% | +1,024.2% | -1,076.6% | -64.4% |
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