-5.5%
ETN vs ARWR
+59.7%
-65.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.6% | -13.4% | -10.4% |
| 7D | -10.1% | +2.4% | -12.5% | -10.5% |
| 30D | -18.4% | -1.1% | -17.3% | -18.3% |
| 3M | -20.4% | -31.2% | +10.8% | -16.0% |
| 6M | -16.0% | -19.3% | +3.3% | -14.1% |
| YTD | +11.8% | -7.1% | +18.9% | +11.6% |
| 1Y | -5.5% | +62.9% | -68.4% | -11.0% |
| All | -5.5% | +59.7% | -65.2% | -11.0% |
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 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