+447.4%
FLR vs ARWR
+114.2%
+333.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | +5.4% | +1.7% | +3.7% | +5.4% |
| 30D | +11.4% | -0.7% | +12.0% | +11.4% |
| 3M | +11.4% | +14.9% | -3.5% | +11.2% |
| 6M | +16.6% | +32.6% | -16.0% | +16.2% |
| YTD | +41.7% | +30.0% | +11.7% | +41.1% |
| 1Y | +35.4% | +208.4% | -172.9% | +33.2% |
| 3Y | +57.3% | +208.8% | -151.5% | +54.1% |
| 5Y | +241.0% | +27.8% | +213.2% | +236.1% |
| 10Y | +16.6% | +1,107.6% | -1,090.9% | +12.4% |
| All | +447.4% | +114.2% | +333.2% | +436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling