-93.2%
FRMI vs ARWR
+59.7%
-152.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.6% | -14.1% | -11.6% |
| 7D | -39.7% | +2.4% | -42.1% | -40.2% |
| 30D | -55.2% | -1.1% | -54.0% | -55.1% |
| 3M | -71.2% | -31.2% | -40.0% | -67.8% |
| 6M | -64.1% | -19.3% | -44.8% | -61.6% |
| YTD | -77.2% | -7.1% | -70.1% | -76.5% |
| 1Y | -93.2% | +62.9% | -156.0% | -94.3% |
| All | -93.2% | +59.7% | -152.9% | -94.3% |
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