+153.4%
NEM vs ARWR
+29.5%
+123.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +3.9% | +2.9% | +1.0% | +3.6% |
| 30D | +12.7% | -2.9% | +15.6% | +13.1% |
| 3M | +28.7% | +15.2% | +13.4% | +26.7% |
| 6M | +9.8% | +42.3% | -32.5% | +6.0% |
| YTD | +28.1% | +28.2% | -0.1% | +24.6% |
| 1Y | +69.3% | +213.2% | -143.9% | +53.4% |
| 3Y | +247.7% | +184.6% | +63.0% | +206.3% |
| 5Y | +153.4% | +29.2% | +124.1% | +113.9% |
| All | +153.4% | +29.5% | +123.8% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling