+230.6%
FIS vs ARWR
+123.7%
+106.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.3% |
| 7D | -25.5% | -2.9% | -22.6% | -25.5% |
| 30D | -15.1% | -5.4% | -9.7% | -15.0% |
| 3M | -32.1% | -32.2% | +0.1% | -32.0% |
| 6M | -36.1% | -26.5% | -9.5% | -36.0% |
| YTD | -55.4% | -12.4% | -43.0% | -55.4% |
| 1Y | -53.9% | +46.9% | -100.8% | -54.1% |
| 3Y | -39.8% | +116.0% | -155.7% | -40.3% |
| 5Y | -71.1% | -28.0% | -43.1% | -71.2% |
| 10Y | -53.8% | +923.9% | -977.8% | -54.6% |
| All | +230.6% | +123.7% | +106.9% | +249.9% |
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