-41.0%
FIS vs ARWR
+200.0%
-241.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.9% |
| 7D | -3.5% | +2.9% | -6.3% | -3.4% |
| 30D | -7.8% | -2.9% | -4.9% | -7.9% |
| 3M | +0.8% | +15.2% | -14.4% | +1.1% |
| 6M | -21.9% | +42.3% | -64.2% | -21.8% |
| YTD | -39.5% | +28.2% | -67.7% | -39.3% |
| 1Y | -41.0% | +213.2% | -254.2% | -41.2% |
| All | -41.0% | +200.0% | -241.0% | -41.2% |
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 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