+3,078.0%
FN vs ARWR
+422.5%
+2,655.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.5% | -6.4% |
| 7D | -7.0% | +2.4% | -9.4% | -7.3% |
| 30D | -24.7% | -1.1% | -23.6% | -24.6% |
| 3M | -35.7% | -31.2% | -4.5% | -33.0% |
| 6M | -52.4% | -19.3% | -33.1% | -51.5% |
| YTD | -25.0% | -7.1% | -17.8% | -24.9% |
| 1Y | -25.7% | +62.9% | -88.5% | -30.3% |
| 3Y | +110.2% | +119.0% | -8.8% | +83.4% |
| 5Y | +192.3% | -24.4% | +216.8% | +173.5% |
| 10Y | +812.3% | +985.4% | -173.1% | +550.5% |
| All | +3,078.0% | +422.5% | +2,655.6% | +2,093.5% |
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 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