-39.8%
FN vs ARWR
+52.7%
-92.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -6.8% | -7.4% | -12.4% |
| 7D | -16.0% | -5.0% | -11.0% | -14.6% |
| 30D | -40.1% | -6.6% | -33.5% | -38.8% |
| 3M | -43.9% | -33.9% | -10.0% | -37.8% |
| 6M | -55.6% | -23.3% | -32.3% | -53.1% |
| YTD | -35.7% | -13.5% | -22.2% | -34.6% |
| 1Y | -39.8% | +42.5% | -82.4% | -45.1% |
| All | -39.8% | +52.7% | -92.5% | -45.1% |
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