+376.5%
FIS vs ARWR
+232.1%
+144.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.1% | +1.7% | -0.6% | +1.1% |
| 30D | -2.2% | -0.7% | -1.6% | -2.2% |
| 3M | +2.1% | +14.9% | -12.7% | +2.0% |
| 6M | -14.7% | +32.6% | -47.3% | -14.9% |
| YTD | -35.7% | +30.0% | -65.8% | -35.9% |
| 1Y | -37.1% | +208.4% | -245.4% | -37.6% |
| 3Y | -20.0% | +208.8% | -228.8% | -20.9% |
| 5Y | -62.1% | +27.8% | -89.9% | -62.4% |
| 10Y | -37.4% | +1,107.6% | -1,144.9% | -38.6% |
| All | +376.5% | +232.1% | +144.4% | +403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling