+5.7%
NI vs ARWR
+201.3%
-195.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.9% |
| 6M | -10.2% | +36.2% | -46.4% | -11.4% |
| YTD | +1.8% | +24.5% | -22.7% | +0.7% |
| 1Y | +5.7% | +198.0% | -192.3% | -8.7% |
| All | +5.7% | +201.3% | -195.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling