+56.8%
NDAQ vs ARWR
+31.4%
+25.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | +2.5% | -0.7% | +3.1% | +2.5% |
| 3M | +9.9% | +14.9% | -5.0% | +7.7% |
| 6M | +9.4% | +32.6% | -23.2% | +5.0% |
| YTD | +0.4% | +30.0% | -29.6% | -3.7% |
| 1Y | +4.0% | +208.4% | -204.3% | -11.4% |
| 3Y | +94.4% | +208.8% | -114.4% | +54.5% |
| All | +56.8% | +31.4% | +25.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling