-28.3%
FSLY vs ARWR
+145.6%
-173.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.1% |
| 7D | +11.8% | -17.9% | +29.7% | +18.5% |
| 30D | -36.5% | -18.9% | -17.7% | -31.9% |
| 3M | -39.7% | -46.0% | +6.2% | -26.9% |
| 6M | -9.7% | -40.3% | +30.7% | +4.6% |
| YTD | +68.9% | -29.0% | +97.8% | +81.6% |
| 1Y | +44.5% | +13.8% | +30.6% | +29.9% |
| 3Y | +4.8% | +74.9% | -70.1% | -30.6% |
| 5Y | -66.0% | -36.2% | -29.8% | -69.5% |
| All | -28.3% | +145.6% | -173.9% | -53.5% |
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