-25.4%
FN vs ARWR
+20.0%
-45.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.7% |
| 7D | -4.1% | -17.7% | +13.6% | -0.3% |
| 30D | -28.3% | -21.9% | -6.4% | -24.5% |
| 3M | -33.9% | -44.5% | +10.7% | -24.5% |
| 6M | -43.9% | -32.6% | -11.3% | -39.6% |
| YTD | -23.4% | -26.2% | +2.7% | -20.0% |
| 1Y | -25.4% | +23.0% | -48.4% | -28.5% |
| All | -25.4% | +20.0% | -45.4% | -28.5% |
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 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