+743.6%
FN vs ARWR
+906.2%
-162.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.2% | +10.4% | +11.5% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | -34.3% | -5.4% | -28.9% | -33.6% |
| 3M | -39.9% | -32.2% | -7.6% | -36.3% |
| 6M | -51.8% | -26.5% | -25.3% | -49.9% |
| YTD | -28.1% | -12.4% | -15.8% | -27.3% |
| 1Y | -29.1% | +46.9% | -75.9% | -33.9% |
| 3Y | +102.4% | +116.0% | -13.5% | +68.6% |
| 5Y | +171.7% | -28.0% | +199.6% | +150.3% |
| All | +743.6% | +906.2% | -162.7% | +461.7% |
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