+350.3%
NEM vs ARWR
-98.3%
+448.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.3% | +18.9% | +3.5% |
| 7D | +14.7% | -17.3% | +32.1% | +14.8% |
| 30D | +6.2% | -21.5% | +27.7% | +6.3% |
| 3M | +11.0% | -43.8% | +54.8% | +11.1% |
| 6M | +7.9% | -32.3% | +40.2% | +8.0% |
| YTD | +26.2% | -25.8% | +52.0% | +26.2% |
| 1Y | +51.5% | +25.5% | +26.0% | +51.4% |
| 3Y | +290.6% | +84.1% | +206.4% | +290.0% |
| 5Y | +153.1% | -39.2% | +192.3% | +152.8% |
| 10Y | +332.4% | +1,072.4% | -740.0% | +331.5% |
| All | +350.3% | -98.3% | +448.7% | +374.7% |
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