-83.1%
FRMI vs ARWR
+139.9%
-223.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +7.4% | -4.0% | +11.5% | +8.6% |
| 30D | -27.6% | -5.0% | -22.6% | -26.6% |
| 3M | -20.9% | +11.3% | -32.2% | -22.7% |
| 6M | -36.6% | +42.6% | -79.2% | -40.9% |
| YTD | -31.3% | +24.8% | -56.0% | -34.4% |
| All | -83.1% | +139.9% | -223.0% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling