-41.3%
FIS vs ARWR
+77.5%
-118.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -5.9% |
| 7D | -3.5% | -17.9% | +14.4% | -2.7% |
| 30D | -19.4% | -18.9% | -0.5% | -18.8% |
| 3M | -31.6% | -46.0% | +14.4% | -29.6% |
| 6M | -32.5% | -40.3% | +7.8% | -31.1% |
| YTD | -56.0% | -29.0% | -27.0% | -55.7% |
| 1Y | -55.5% | +13.8% | -69.4% | -56.9% |
| All | -41.3% | +77.5% | -118.7% | -47.7% |
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 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