+17,983.5%
NTAP vs ARWR
-71.4%
+18,054.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -15.1% | -2.9% | -12.2% | -15.0% |
| 30D | -28.1% | -5.4% | -22.7% | -28.0% |
| 3M | -11.4% | -32.2% | +20.8% | -11.2% |
| 6M | +52.2% | -26.5% | +78.7% | +52.5% |
| YTD | +60.4% | -12.4% | +72.8% | +60.4% |
| 1Y | +51.0% | +46.9% | +4.1% | +50.4% |
| 3Y | +135.6% | +116.0% | +19.6% | +133.4% |
| 5Y | +107.5% | -28.0% | +135.5% | +106.6% |
| 10Y | +608.6% | +923.9% | -315.3% | +593.2% |
| All | +17,983.5% | -71.4% | +18,054.9% | +17,196.4% |
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