+2,159.9%
FTI vs ARWR
+165.7%
+1,994.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +5.3% | +1.7% | +3.6% | +5.2% |
| 30D | +15.3% | -0.7% | +16.0% | +15.3% |
| 3M | +15.8% | +14.9% | +0.9% | +15.5% |
| 6M | +22.6% | +32.6% | -10.0% | +21.9% |
| YTD | +79.5% | +30.0% | +49.5% | +78.6% |
| 1Y | +102.0% | +208.4% | -106.3% | +98.1% |
| 3Y | +315.8% | +208.8% | +107.0% | +305.4% |
| 5Y | +1,129.5% | +27.8% | +1,101.7% | +1,108.1% |
| 10Y | +320.9% | +1,107.6% | -786.6% | +297.8% |
| All | +2,159.9% | +165.7% | +1,994.3% | +1,927.5% |
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 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