+8,516.0%
ENB vs ARWR
-97.0%
+8,613.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.2% | +1.7% | -1.9% | -0.2% |
| 30D | -2.2% | -0.7% | -1.6% | -2.2% |
| 3M | -10.5% | +14.9% | -25.4% | -10.6% |
| 6M | -5.1% | +32.6% | -37.7% | -5.2% |
| YTD | +9.0% | +30.0% | -21.1% | +8.8% |
| 1Y | +8.2% | +208.4% | -200.1% | +7.6% |
| 3Y | +67.8% | +208.8% | -141.0% | +66.6% |
| 5Y | +69.4% | +27.8% | +41.6% | +68.5% |
| 10Y | +117.5% | +1,107.6% | -990.0% | +114.3% |
| All | +8,516.0% | -97.0% | +8,613.0% | +8,153.9% |
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