+1,750.9%
FTI vs ARWR
+51.9%
+1,699.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +1.4% | -19.9% | +21.3% | +1.7% |
| 30D | -6.3% | -18.7% | +12.5% | -6.0% |
| 3M | -13.1% | -44.7% | +31.6% | -12.4% |
| 6M | -8.0% | -36.5% | +28.5% | -7.5% |
| YTD | +47.1% | -25.7% | +72.7% | +47.4% |
| 1Y | +50.7% | +18.9% | +31.7% | +49.9% |
| 3Y | +209.0% | +83.1% | +125.9% | +203.5% |
| 5Y | +847.0% | -34.9% | +881.9% | +839.4% |
| 10Y | +184.3% | +1,080.9% | -896.6% | +169.7% |
| All | +1,750.9% | +51.9% | +1,699.0% | +1,573.6% |
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