+111.3%
NI vs ARWR
-40.7%
+152.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.3% | +17.4% | +2.8% |
| 7D | +0.4% | -17.3% | +17.8% | +1.3% |
| 30D | +11.3% | -21.5% | +32.8% | +12.5% |
| 3M | +6.5% | -43.8% | +50.3% | +9.3% |
| 6M | -2.3% | -32.3% | +30.0% | -0.8% |
| YTD | +10.8% | -25.8% | +36.6% | +11.7% |
| 1Y | +6.2% | +25.5% | -19.3% | +3.8% |
| 3Y | +98.7% | +84.1% | +14.5% | +85.0% |
| 5Y | +111.3% | -39.2% | +150.6% | +91.8% |
| All | +111.3% | -40.7% | +152.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling