-82.4%
FRMI vs ARWR
+146.4%
-228.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.4% | +12.9% | +11.9% |
| 7D | +23.3% | +2.9% | +20.5% | +22.3% |
| 30D | -7.6% | -2.9% | -4.7% | -6.8% |
| 3M | +0.2% | +15.2% | -15.1% | -3.2% |
| 6M | -28.7% | +42.3% | -71.0% | -33.7% |
| YTD | -28.6% | +28.2% | -56.8% | -32.4% |
| All | -82.4% | +146.4% | -228.9% | -85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling