-22.6%
FPS vs ARWR
-8.0%
-14.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.6% | -20.9% | -18.1% |
| 7D | -23.3% | +2.4% | -25.7% | -23.8% |
| 30D | -42.4% | -1.1% | -41.3% | -42.3% |
| 3M | -43.0% | -31.2% | -11.9% | -37.5% |
| 6M | -44.5% | -19.3% | -25.2% | -43.0% |
| All | -22.6% | -8.0% | -14.6% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling