+342.1%
NEM vs ARWR
+1,009.4%
-667.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -4.6% |
| 7D | -5.9% | -17.9% | +12.0% | -4.7% |
| 30D | -2.6% | -18.9% | +16.3% | -1.3% |
| 3M | -4.2% | -46.0% | +41.7% | -0.2% |
| 6M | -5.5% | -40.3% | +34.9% | -2.3% |
| YTD | +13.5% | -29.0% | +42.5% | +15.7% |
| 1Y | +22.2% | +13.8% | +8.3% | +20.5% |
| 3Y | +249.0% | +74.9% | +174.1% | +227.3% |
| 5Y | +120.1% | -36.2% | +156.3% | +113.3% |
| All | +342.1% | +1,009.4% | -667.3% | +261.7% |
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