+655.5%
FN vs ARWR
+894.1%
-238.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.8% | -7.4% | -13.2% |
| 7D | -16.0% | -5.0% | -11.0% | -15.2% |
| 30D | -40.1% | -6.6% | -33.5% | -39.4% |
| 3M | -43.9% | -33.9% | -10.0% | -40.3% |
| 6M | -55.6% | -23.3% | -32.3% | -54.1% |
| YTD | -35.7% | -13.5% | -22.2% | -34.8% |
| 1Y | -39.8% | +42.5% | -82.4% | -43.7% |
| 3Y | +80.3% | +104.1% | -23.9% | +51.3% |
| 5Y | +143.3% | -28.8% | +172.1% | +124.5% |
| All | +655.5% | +894.1% | -238.7% | +403.9% |
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