+1,046.7%
FIX vs ARWR
-40.7%
+1,087.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -15.3% | +24.7% | +11.9% |
| 7D | -7.2% | -17.3% | +10.1% | -4.7% |
| 30D | -35.1% | -21.5% | -13.6% | -32.8% |
| 3M | -34.3% | -43.8% | +9.6% | -28.2% |
| 6M | -42.9% | -32.3% | -10.7% | -39.9% |
| YTD | +19.5% | -25.8% | +45.3% | +23.5% |
| 1Y | +16.8% | +25.5% | -8.7% | +9.8% |
| 3Y | +506.7% | +84.1% | +422.6% | +397.1% |
| 5Y | +1,046.7% | -39.2% | +1,085.9% | +924.4% |
| All | +1,046.7% | -40.7% | +1,087.4% | +924.4% |
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