+1,052.1%
FIX vs ARWR
-38.4%
+1,090.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.1% |
| 7D | +17.0% | -17.9% | +35.0% | +20.3% |
| 30D | -30.6% | -18.9% | -11.7% | -28.5% |
| 3M | -35.0% | -46.0% | +10.9% | -28.5% |
| 6M | -44.0% | -40.3% | -3.6% | -39.7% |
| YTD | +21.1% | -29.0% | +50.1% | +26.1% |
| 1Y | +16.3% | +13.8% | +2.4% | +11.1% |
| 3Y | +507.4% | +74.9% | +432.5% | +401.8% |
| 5Y | +1,052.1% | -36.2% | +1,088.3% | +931.0% |
| All | +1,052.1% | -38.4% | +1,090.4% | +931.0% |
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