+102.4%
FN vs ARWR
+105.6%
-3.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.2% | +10.4% | +11.4% |
| 7D | 0.0% | -2.9% | +2.9% | +0.7% |
| 30D | -34.3% | -5.4% | -28.9% | -33.4% |
| 3M | -39.9% | -32.2% | -7.6% | -35.0% |
| 6M | -51.8% | -26.5% | -25.3% | -49.2% |
| YTD | -28.1% | -12.4% | -15.8% | -27.1% |
| 1Y | -29.1% | +46.9% | -75.9% | -35.3% |
| 3Y | +102.4% | +116.0% | -13.5% | +55.4% |
| All | +102.4% | +105.6% | -3.1% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling