+98.3%
FOXA vs ARWR
+158.3%
-60.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -2.4% | -19.9% | +17.5% | -0.2% |
| 30D | +8.6% | -18.7% | +27.3% | +10.9% |
| 3M | +9.9% | -44.7% | +54.6% | +16.8% |
| 6M | +0.8% | -36.5% | +37.3% | +4.9% |
| YTD | -6.1% | -25.7% | +19.6% | -4.6% |
| 1Y | +3.3% | +18.9% | -15.7% | -1.4% |
| 3Y | +133.5% | +83.1% | +50.4% | +99.6% |
| 5Y | +75.8% | -34.9% | +110.7% | +63.6% |
| All | +98.3% | +158.3% | -60.0% | +40.4% |
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 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