+360.9%
NEM vs ARWR
-97.0%
+457.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.3% | +1.7% | -1.4% | +0.3% |
| 30D | +23.1% | -0.7% | +23.7% | +23.1% |
| 3M | +18.5% | +14.9% | +3.6% | +18.5% |
| 6M | +7.8% | +32.6% | -24.8% | +7.7% |
| YTD | +29.1% | +30.0% | -0.9% | +29.0% |
| 1Y | +72.7% | +208.4% | -135.7% | +72.3% |
| 3Y | +248.7% | +208.8% | +39.9% | +247.9% |
| 5Y | +148.7% | +27.8% | +120.9% | +148.2% |
| 10Y | +304.8% | +1,107.6% | -802.8% | +303.5% |
| All | +360.9% | -97.0% | +457.9% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling