-26.3%
FRSH vs ARWR
+79.8%
-106.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +4.6% | -17.8% | +22.5% | +6.5% |
| 30D | -7.5% | -18.1% | +10.7% | -5.8% |
| 3M | -0.1% | -44.2% | +44.1% | +5.3% |
| 6M | +54.5% | -38.6% | +93.2% | +60.1% |
| YTD | +3.4% | -28.0% | +31.5% | +4.3% |
| 1Y | +6.4% | +16.1% | -9.8% | -0.7% |
| 3Y | -26.3% | +84.0% | -110.2% | -41.6% |
| All | -26.3% | +79.8% | -106.1% | -41.6% |
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 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