+14.5%
FIX vs ARWR
+20.5%
-6.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -15.3% | +24.7% | +11.9% |
| 7D | -7.2% | -17.3% | +10.1% | -4.6% |
| 30D | -35.1% | -21.5% | -13.6% | -32.6% |
| 3M | -34.3% | -43.8% | +9.6% | -27.2% |
| 6M | -42.9% | -32.3% | -10.7% | -39.5% |
| YTD | +19.5% | -25.8% | +45.3% | +23.9% |
| All | +14.5% | +20.5% | -6.0% | +13.5% |
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