-14.2%
FSLY vs ARWR
+349.7%
-363.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -10.6% | +1.7% | -12.3% | -11.2% |
| 30D | -20.9% | -0.7% | -20.2% | -20.7% |
| 3M | +3.4% | +14.9% | -11.5% | -2.3% |
| 6M | +2.7% | +32.6% | -29.9% | -8.8% |
| YTD | +102.3% | +30.0% | +72.2% | +79.7% |
| 1Y | +182.1% | +208.4% | -26.3% | +80.9% |
| 3Y | -14.6% | +208.8% | -223.4% | -53.0% |
| 5Y | -55.9% | +27.8% | -83.7% | -68.2% |
| All | -14.2% | +349.7% | -363.9% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling