+119.9%
NDAQ vs ARWR
+105.6%
+14.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +0.8% | -2.9% | +3.7% | +1.1% |
| 30D | +16.5% | -5.4% | +21.9% | +17.0% |
| 3M | +13.5% | -32.2% | +45.7% | +16.8% |
| 6M | +20.9% | -26.5% | +47.4% | +23.2% |
| YTD | +11.4% | -12.4% | +23.8% | +11.3% |
| 1Y | +25.9% | +46.9% | -20.9% | +19.2% |
| 3Y | +119.9% | +116.0% | +3.9% | +87.4% |
| All | +119.9% | +105.6% | +14.3% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling