+342.6%
NEM vs ARWR
+1,055.7%
-713.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +11.6% | -17.7% | +29.3% | +13.0% |
| 30D | +1.8% | -21.9% | +23.7% | +3.4% |
| 3M | +2.5% | -44.5% | +47.0% | +6.6% |
| 6M | +3.4% | -32.6% | +36.0% | +6.0% |
| YTD | +20.9% | -26.2% | +47.1% | +22.9% |
| 1Y | +37.2% | +23.0% | +14.2% | +34.6% |
| 3Y | +271.6% | +81.8% | +189.9% | +247.3% |
| 5Y | +136.6% | -36.0% | +172.7% | +129.1% |
| 10Y | +342.6% | +1,039.5% | -696.9% | +254.7% |
| All | +342.6% | +1,055.7% | -713.0% | +254.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling