+2,593.6%
NDAQ vs ARWR
+257.9%
+2,335.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +0.9% |
| 30D | +16.5% | -5.4% | +21.9% | +16.6% |
| 3M | +13.5% | -32.2% | +45.7% | +14.1% |
| 6M | +20.9% | -26.5% | +47.4% | +21.3% |
| YTD | +11.4% | -12.4% | +23.8% | +11.4% |
| 1Y | +25.9% | +46.9% | -20.9% | +25.0% |
| 3Y | +119.9% | +116.0% | +3.9% | +115.9% |
| 5Y | +61.7% | -28.0% | +89.7% | +60.3% |
| 10Y | +481.6% | +923.9% | -442.4% | +453.9% |
| All | +2,593.6% | +257.9% | +2,335.7% | +2,480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling