+376.0%
NDAQ vs ARWR
+1,075.6%
-699.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -2.6% | +2.9% | -5.4% | -2.8% |
| 30D | +0.5% | -2.9% | +3.4% | +0.7% |
| 3M | +9.9% | +15.2% | -5.3% | +8.3% |
| 6M | +8.2% | +42.3% | -34.1% | +4.5% |
| YTD | -1.5% | +28.2% | -29.7% | -4.2% |
| 1Y | +1.3% | +213.2% | -211.9% | -9.3% |
| 3Y | +92.6% | +184.6% | -92.1% | +67.2% |
| 5Y | +53.8% | +29.2% | +24.6% | +37.9% |
| 10Y | +376.0% | +1,012.5% | -636.6% | +269.5% |
| All | +376.0% | +1,075.6% | -699.6% | +269.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling