+1,658.1%
FLUT vs ARWR
+347.4%
+1,310.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | -1.1% | -2.9% | +1.8% | -1.1% |
| 30D | +7.7% | -5.4% | +13.1% | +7.7% |
| 3M | -12.2% | -32.2% | +20.1% | -12.0% |
| 6M | -17.6% | -26.5% | +8.9% | -17.4% |
| YTD | -62.0% | -12.4% | -49.6% | -62.0% |
| 1Y | -62.3% | +46.9% | -109.1% | -62.4% |
| 3Y | -52.0% | +116.0% | -167.9% | -52.4% |
| 5Y | -51.8% | -28.0% | -23.8% | -52.2% |
| 10Y | -26.3% | +923.9% | -950.3% | -26.7% |
| All | +1,658.1% | +347.4% | +1,310.7% | +1,649.5% |
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