+1,027.6%
FIX vs ARWR
-34.9%
+1,062.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | +9.4% | -17.8% | +27.3% | +12.5% |
| 30D | -27.8% | -18.1% | -9.6% | -25.7% |
| 3M | -35.6% | -44.2% | +8.6% | -29.4% |
| 6M | -45.2% | -38.6% | -6.6% | -41.3% |
| YTD | +19.5% | -28.0% | +47.5% | +24.1% |
| 1Y | +24.2% | +16.1% | +8.1% | +18.3% |
| 3Y | +494.2% | +84.0% | +410.2% | +385.9% |
| All | +1,027.6% | -34.9% | +1,062.4% | +906.3% |
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