+3.7%
ENB vs ARWR
+20.0%
-16.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | -2.4% | -17.7% | +15.3% | -2.7% |
| 30D | +2.5% | -21.9% | +24.4% | +2.1% |
| 3M | -5.8% | -44.5% | +38.7% | -6.4% |
| 6M | -8.5% | -32.6% | +24.1% | -8.9% |
| YTD | +3.9% | -26.2% | +30.1% | +3.5% |
| 1Y | +3.7% | +23.0% | -19.3% | +3.8% |
| All | +3.7% | +20.0% | -16.3% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling