+391.7%
FLR vs ARWR
+21.6%
+370.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +5.1% | -17.7% | +22.8% | +5.3% |
| 30D | -0.5% | -21.9% | +21.4% | -0.2% |
| 3M | -3.5% | -44.5% | +41.1% | -2.7% |
| 6M | +16.5% | -32.6% | +49.1% | +17.0% |
| YTD | +27.3% | -26.2% | +53.5% | +27.7% |
| 1Y | +10.6% | +23.0% | -12.3% | +10.2% |
| 3Y | +39.4% | +81.8% | -42.4% | +37.4% |
| 5Y | +126.4% | -36.0% | +162.4% | +125.1% |
| 10Y | +8.4% | +1,039.5% | -1,031.1% | +5.0% |
| All | +391.7% | +21.6% | +370.1% | +385.0% |
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 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