-52.4%
FSLY vs ARWR
+29.5%
-81.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.9% |
| 7D | +3.5% | +2.9% | +0.6% | +2.4% |
| 30D | -6.4% | -2.9% | -3.5% | -5.6% |
| 3M | +10.9% | +15.2% | -4.3% | +4.1% |
| 6M | +6.7% | +42.3% | -35.6% | -8.4% |
| YTD | +111.1% | +28.2% | +82.9% | +86.8% |
| 1Y | +185.8% | +213.2% | -27.5% | +75.0% |
| 3Y | -6.6% | +184.6% | -191.2% | -50.5% |
| 5Y | -52.4% | +29.2% | -81.6% | -63.3% |
| All | -52.4% | +29.5% | -81.9% | -63.3% |
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 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