+8,053.3%
ENB vs ARWR
-98.3%
+8,151.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.3% | +16.4% | +1.1% |
| 7D | -3.7% | -17.3% | +13.7% | -3.6% |
| 30D | +1.7% | -21.5% | +23.2% | +1.8% |
| 3M | -6.3% | -43.8% | +37.5% | -6.1% |
| 6M | -9.2% | -32.3% | +23.1% | -9.1% |
| YTD | +3.1% | -25.8% | +28.9% | +3.2% |
| 1Y | +3.4% | +25.5% | -22.2% | +3.2% |
| 3Y | +68.9% | +84.1% | -15.2% | +68.1% |
| 5Y | +51.7% | -39.2% | +90.9% | +51.4% |
| 10Y | +98.3% | +1,072.4% | -974.0% | +95.6% |
| All | +8,053.3% | -98.3% | +8,151.6% | +7,726.8% |
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 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