+145.1%
NI vs ARWR
+978.7%
-833.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | +1.3% | -3.2% | +4.5% | +1.4% |
| 30D | -0.3% | -6.5% | +6.2% | 0.0% |
| 3M | -9.5% | +12.7% | -22.1% | -10.1% |
| 6M | -10.2% | +36.2% | -46.4% | -11.8% |
| YTD | +1.8% | +24.5% | -22.7% | +0.3% |
| 1Y | +5.7% | +198.0% | -192.3% | -0.3% |
| 3Y | +69.6% | +176.4% | -106.7% | +57.2% |
| 5Y | +95.8% | +26.6% | +69.2% | +84.3% |
| 10Y | +145.1% | +1,054.1% | -909.0% | +112.2% |
| All | +145.1% | +978.7% | -833.6% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling