+906.2%
FN vs ARWR
+1,117.8%
-211.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.7% | +1.7% | -3.4% | -2.0% |
| 30D | -22.0% | -0.7% | -21.3% | -21.9% |
| 3M | -43.0% | +14.9% | -57.9% | -44.4% |
| 6M | -27.7% | +32.6% | -60.4% | -31.2% |
| YTD | -10.5% | +30.0% | -40.6% | -14.7% |
| 1Y | +12.5% | +208.4% | -195.9% | -6.3% |
| 3Y | +153.8% | +208.8% | -55.0% | +99.4% |
| 5Y | +288.0% | +27.8% | +260.2% | +229.0% |
| All | +906.2% | +1,117.8% | -211.6% | +557.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling