+416.7%
FLEX vs ARWR
-28.9%
+445.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.3% | +4.3% |
| 7D | -19.3% | -2.9% | -16.4% | -18.8% |
| 30D | -41.5% | -5.4% | -36.1% | -40.8% |
| 3M | -43.1% | -32.2% | -10.9% | -38.9% |
| 6M | -48.2% | -26.5% | -21.7% | -45.6% |
| YTD | +15.5% | -12.4% | +27.9% | +17.4% |
| 1Y | +10.2% | +46.9% | -36.7% | +1.8% |
| 3Y | +256.8% | +116.0% | +140.8% | +183.8% |
| All | +416.7% | -28.9% | +445.6% | +344.0% |
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