+2,420.2%
NI vs ARWR
-97.0%
+2,517.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +2.0% | +1.7% | +0.3% | +2.0% |
| 30D | -3.5% | -0.7% | -2.9% | -3.5% |
| 3M | -9.1% | +14.9% | -24.0% | -9.2% |
| 6M | -11.8% | +32.6% | -44.5% | -12.0% |
| YTD | +1.1% | +30.0% | -29.0% | +0.9% |
| 1Y | +6.7% | +208.4% | -201.7% | +6.1% |
| 3Y | +71.1% | +208.8% | -137.7% | +69.8% |
| 5Y | +94.3% | +27.8% | +66.5% | +93.3% |
| 10Y | +135.8% | +1,107.6% | -971.8% | +131.4% |
| All | +2,420.2% | -97.0% | +2,517.2% | +2,151.2% |
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 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