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  • FLR vs ARWR✓SelectedUSD · ARWRFLR vs ARWR performance historyLatest closeAs of-2.33%09/04
Stock and ETF performance explorer

FLR vs ARWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+447.4%
ARWR return
+114.2%
Excess return
+333.2%
Maximum drawdown
-95.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioARWRExcessAlpha
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