+90.1%
FOXA vs ARWR
+333.1%
-242.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -3.7% | -4.3% | +0.6% | -3.3% |
| 30D | +5.4% | -7.3% | +12.6% | +6.2% |
| 3M | -3.7% | +17.0% | -20.7% | -5.9% |
| 6M | +12.6% | +39.8% | -27.2% | +7.3% |
| YTD | -10.0% | +24.7% | -34.6% | -13.2% |
| 1Y | +15.0% | +186.5% | -171.4% | -0.6% |
| 3Y | +115.1% | +176.8% | -61.7% | +76.2% |
| 5Y | +93.0% | +29.3% | +63.7% | +66.4% |
| All | +90.1% | +333.1% | -242.9% | +27.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling