+7,965.5%
ENB vs ARWR
-98.0%
+8,063.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.5% |
| 7D | -5.2% | -2.9% | -2.3% | -5.2% |
| 30D | +2.2% | -5.4% | +7.6% | +2.2% |
| 3M | -8.1% | -32.2% | +24.2% | -7.9% |
| 6M | -11.2% | -26.5% | +15.3% | -11.1% |
| YTD | +2.0% | -12.4% | +14.4% | +2.0% |
| 1Y | +4.1% | +46.9% | -42.8% | +3.8% |
| 3Y | +64.7% | +116.0% | -51.2% | +63.8% |
| 5Y | +46.6% | -28.0% | +74.5% | +46.2% |
| 10Y | +102.7% | +923.9% | -821.3% | +99.9% |
| All | +7,965.5% | -98.0% | +8,063.6% | +7,638.0% |
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