+290.6%
NEM vs ARWR
+79.9%
+210.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.3% | +18.9% | +5.2% |
| 7D | +14.7% | -17.3% | +32.1% | +17.0% |
| 30D | +6.2% | -21.5% | +27.7% | +8.9% |
| 3M | +11.0% | -43.8% | +54.8% | +18.1% |
| 6M | +7.9% | -32.3% | +40.2% | +12.2% |
| YTD | +26.2% | -25.8% | +52.0% | +29.5% |
| 1Y | +51.5% | +25.5% | +26.0% | +48.0% |
| 3Y | +290.6% | +84.1% | +206.4% | +258.6% |
| All | +290.6% | +79.9% | +210.7% | +258.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling