-32.3%
FSLY vs ARWR
+155.2%
-187.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -22.9% | -17.7% | -5.2% | -17.8% |
| 30D | -44.6% | -21.9% | -22.7% | -39.8% |
| 3M | -41.5% | -44.5% | +3.0% | -29.6% |
| 6M | -20.8% | -32.6% | +11.8% | -12.1% |
| YTD | +59.5% | -26.2% | +85.7% | +69.5% |
| 1Y | +36.1% | +23.0% | +13.2% | +19.3% |
| 3Y | -1.0% | +81.8% | -82.7% | -35.2% |
| 5Y | -66.9% | -36.0% | -30.9% | -70.4% |
| All | -32.3% | +155.2% | -187.5% | -56.6% |
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 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