+1,449.6%
NET vs ARWR
+187.7%
+1,261.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -7.0% | +1.7% | -8.7% | -7.5% |
| 30D | -4.8% | -0.7% | -4.1% | -4.8% |
| 3M | +3.8% | +14.9% | -11.0% | -1.4% |
| 6M | +50.0% | +32.6% | +17.4% | +35.4% |
| YTD | +41.5% | +30.0% | +11.4% | +27.5% |
| 1Y | +32.8% | +208.4% | -175.5% | -11.0% |
| 3Y | +335.9% | +208.8% | +127.1% | +149.3% |
| 5Y | +113.8% | +27.8% | +86.0% | +57.1% |
| All | +1,449.6% | +187.7% | +1,261.9% | +875.3% |
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