-64.3%
FLUT vs ARWR
+20.5%
-84.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.3% | +15.7% | +0.5% |
| 7D | -6.5% | -17.3% | +10.9% | -6.3% |
| 30D | +2.8% | -21.5% | +24.3% | +3.0% |
| 3M | -13.5% | -43.8% | +30.4% | -12.7% |
| 6M | -19.0% | -32.3% | +13.3% | -18.9% |
| YTD | -61.9% | -25.8% | -36.0% | -62.5% |
| All | -64.3% | +20.5% | -84.9% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling