+71.1%
NEM vs ARWR
+201.3%
-130.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.0% |
| 7D | +3.1% | -3.2% | +6.3% | +3.8% |
| 30D | +10.0% | -6.5% | +16.4% | +11.7% |
| 3M | +30.9% | +12.7% | +18.2% | +26.7% |
| 6M | +10.5% | +36.2% | -25.7% | +2.3% |
| YTD | +29.7% | +24.5% | +5.3% | +21.6% |
| 1Y | +71.1% | +198.0% | -126.9% | +29.6% |
| All | +71.1% | +201.3% | -130.2% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling