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  • NEM vs ARWR✓SelectedUSD · ARWRNEM vs ARWR performance historyLatest closeAs of+1.27%09/09
Stock and ETF performance explorer

NEM vs ARWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+319.4%
ARWR return
+978.7%
Excess return
-659.4%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioARWRExcessAlpha
1D+1.3%-2.9%+4.2%+1.5%
7D+3.1%-3.2%+6.3%+3.3%
30D+10.0%-6.5%+16.4%+10.5%
3M+30.9%+12.7%+18.2%+29.7%
6M+10.5%+36.2%-25.7%+8.1%
YTD+29.7%+24.5%+5.3%+27.5%
1Y+71.1%+198.0%-126.9%+59.3%
3Y+252.1%+176.4%+75.7%+221.0%
5Y+157.7%+26.6%+131.2%+139.4%
10Y+319.4%+1,054.1%-734.7%+230.2%
All+319.4%+978.7%-659.4%+230.2%

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 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