-75.0%
FRSH vs ARWR
+32.5%
-107.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -11.2% | -4.3% | -6.8% | -10.2% |
| 30D | -0.8% | -7.3% | +6.4% | +0.8% |
| 3M | +26.4% | +17.0% | +9.4% | +19.4% |
| 6M | +48.4% | +39.8% | +8.6% | +31.7% |
| YTD | -3.1% | +24.7% | -27.8% | -11.7% |
| 1Y | -8.7% | +186.5% | -195.2% | -36.7% |
| 3Y | -45.8% | +176.8% | -222.6% | -67.5% |
| All | -75.0% | +32.5% | -107.5% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling