+6.4%
NI vs ARWR
+25.1%
-18.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.6% |
| 7D | +0.6% | -19.9% | +20.5% | +1.1% |
| 30D | +11.2% | -18.7% | +29.9% | +11.7% |
| 3M | +9.2% | -44.7% | +53.8% | +10.9% |
| 6M | -1.8% | -36.5% | +34.7% | -0.6% |
| YTD | +12.0% | -25.7% | +37.7% | +12.9% |
| 1Y | +6.4% | +18.9% | -12.5% | +6.7% |
| All | +6.4% | +25.1% | -18.7% | +6.7% |
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