-62.2%
FIS vs ARWR
+28.5%
-90.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | -2.2% | -0.7% | -1.6% | -2.2% |
| 3M | +2.1% | +14.9% | -12.7% | +0.2% |
| 6M | -14.7% | +32.6% | -47.3% | -18.0% |
| YTD | -35.7% | +30.0% | -65.8% | -38.2% |
| 1Y | -37.1% | +208.4% | -245.4% | -46.3% |
| 3Y | -20.0% | +208.8% | -228.8% | -36.3% |
| All | -62.2% | +28.5% | -90.7% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling