+115.3%
FOXA vs ARWR
+181.4%
-66.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -0.6% | +2.9% | -3.5% | -0.9% |
| 30D | +2.3% | -2.9% | +5.2% | +2.6% |
| 3M | -2.8% | +15.2% | -18.1% | -4.6% |
| 6M | +9.6% | +42.3% | -32.7% | +4.9% |
| YTD | -9.9% | +28.2% | -38.1% | -12.9% |
| 1Y | +5.4% | +213.2% | -207.9% | -8.6% |
| 3Y | +115.3% | +184.6% | -69.4% | +71.5% |
| All | +115.3% | +181.4% | -66.1% | +71.5% |
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 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