+327.1%
NET vs ARWR
+211.2%
+115.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -7.0% | +1.7% | -8.7% | -7.2% |
| 30D | -4.8% | -0.7% | -4.1% | -4.8% |
| 3M | +3.8% | +14.9% | -11.0% | +1.2% |
| 6M | +50.0% | +32.6% | +17.4% | +42.7% |
| YTD | +41.5% | +30.0% | +11.4% | +34.6% |
| 1Y | +32.8% | +208.4% | -175.5% | +8.5% |
| All | +327.1% | +211.2% | +115.8% | +218.0% |
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