+3,586.8%
NTRS vs ARWR
-97.2%
+3,684.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | +0.9% | -3.2% | +4.1% | +0.9% |
| 30D | -1.2% | -6.5% | +5.2% | -1.2% |
| 3M | +8.8% | +12.7% | -3.9% | +8.7% |
| 6M | +34.7% | +36.2% | -1.5% | +34.5% |
| YTD | +37.2% | +24.5% | +12.8% | +37.1% |
| 1Y | +46.3% | +198.0% | -151.6% | +45.5% |
| 3Y | +163.2% | +176.4% | -13.1% | +161.3% |
| 5Y | +86.9% | +26.6% | +60.4% | +85.9% |
| 10Y | +250.9% | +1,054.1% | -803.1% | +246.0% |
| All | +3,586.8% | -97.2% | +3,684.0% | +3,595.6% |
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