-85.1%
FRMI vs ARWR
+17.3%
-102.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.3% | +25.4% | +26.3% |
| 7D | +66.2% | -17.8% | +84.1% | +74.5% |
| 30D | -17.4% | -18.1% | +0.7% | -12.8% |
| 3M | -60.5% | -44.2% | -16.3% | -53.0% |
| 6M | -56.5% | -38.6% | -17.9% | -49.6% |
| YTD | -67.4% | -28.0% | -39.3% | -63.8% |
| 1Y | -85.1% | +16.1% | -101.2% | -86.6% |
| All | -85.1% | +17.3% | -102.4% | -86.6% |
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