+3,689.8%
FN vs ARWR
+631.7%
+3,058.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.7% | +1.7% | -3.4% | -1.9% |
| 30D | -22.0% | -0.7% | -21.3% | -21.9% |
| 3M | -43.0% | +14.9% | -57.9% | -44.0% |
| 6M | -27.7% | +32.6% | -60.4% | -30.3% |
| YTD | -10.5% | +30.0% | -40.6% | -13.6% |
| 1Y | +12.5% | +208.4% | -195.9% | -1.7% |
| 3Y | +153.8% | +208.8% | -55.0% | +112.9% |
| 5Y | +288.0% | +27.8% | +260.2% | +244.0% |
| 10Y | +906.4% | +1,107.6% | -201.1% | +599.8% |
| All | +3,689.8% | +631.7% | +3,058.1% | +2,422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling