+116.8%
NDAQ vs ARWR
+79.8%
+37.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +1.3% | -17.8% | +19.1% | +2.7% |
| 30D | +18.0% | -18.1% | +36.1% | +19.6% |
| 3M | +11.5% | -44.2% | +55.7% | +16.4% |
| 6M | +21.1% | -38.6% | +59.7% | +24.9% |
| YTD | +12.8% | -28.0% | +40.8% | +14.2% |
| 1Y | +25.7% | +16.1% | +9.6% | +21.1% |
| 3Y | +116.8% | +84.0% | +32.8% | +87.2% |
| All | +116.8% | +79.8% | +37.0% | +87.2% |
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