+2,327.9%
NDAQ vs ARWR
+431.3%
+1,896.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | +2.5% | -0.7% | +3.1% | +2.5% |
| 3M | +9.9% | +14.9% | -5.0% | +9.7% |
| 6M | +9.4% | +32.6% | -23.2% | +8.9% |
| YTD | +0.4% | +30.0% | -29.6% | -0.1% |
| 1Y | +4.0% | +208.4% | -204.3% | +2.2% |
| 3Y | +94.4% | +208.8% | -114.4% | +89.9% |
| 5Y | +56.7% | +27.8% | +28.9% | +54.2% |
| 10Y | +375.3% | +1,107.6% | -732.3% | +351.2% |
| All | +2,327.9% | +431.3% | +1,896.6% | +2,214.2% |
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 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