-15.3%
FPS vs ARWR
-26.3%
+11.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.7% | +13.7% | +14.3% |
| 7D | +9.5% | -19.9% | +29.4% | +13.6% |
| 30D | -33.8% | -18.7% | -15.0% | -31.5% |
| 3M | -34.9% | -44.7% | +9.8% | -25.9% |
| 6M | -42.9% | -36.5% | -6.4% | -38.7% |
| All | -15.3% | -26.3% | +11.1% | -13.3% |
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