+1,711.0%
FTI vs ARWR
+51.5%
+1,659.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.3% | +16.1% | +1.0% |
| 7D | -4.3% | -17.3% | +13.0% | -4.1% |
| 30D | -8.0% | -21.5% | +13.5% | -7.7% |
| 3M | -8.0% | -43.8% | +35.8% | -7.3% |
| 6M | -8.7% | -32.3% | +23.6% | -8.3% |
| YTD | +43.9% | -25.8% | +69.7% | +44.2% |
| 1Y | +49.8% | +25.5% | +24.3% | +48.9% |
| 3Y | +211.7% | +84.1% | +127.6% | +206.2% |
| 5Y | +781.6% | -39.2% | +820.8% | +775.3% |
| 10Y | +180.2% | +1,072.4% | -892.2% | +165.8% |
| All | +1,711.0% | +51.5% | +1,659.5% | +1,537.6% |
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 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