-25.7%
NOW vs ARWR
-40.7%
+15.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.3% | +16.1% | +3.2% |
| 7D | -3.1% | -17.3% | +14.3% | -0.4% |
| 30D | -27.0% | -21.5% | -5.5% | -24.4% |
| 3M | -17.7% | -43.8% | +26.1% | -10.6% |
| 6M | +12.7% | -32.3% | +45.0% | +17.3% |
| YTD | -32.9% | -25.8% | -7.1% | -32.0% |
| 1Y | -40.4% | +25.5% | -65.9% | -46.2% |
| 3Y | -17.1% | +84.1% | -101.2% | -39.3% |
| 5Y | -25.7% | -39.2% | +13.6% | -27.3% |
| All | -25.7% | -40.7% | +15.0% | -27.3% |
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