-98.7%
NVD vs ARWR
+72.1%
-170.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.6% |
| 7D | +27.3% | -19.9% | +47.3% | +20.4% |
| 30D | +59.9% | -18.7% | +78.7% | +52.1% |
| 3M | +39.4% | -44.7% | +84.1% | +19.5% |
| 6M | +27.6% | -36.5% | +64.1% | +15.4% |
| YTD | -17.9% | -25.7% | +7.7% | -20.5% |
| 1Y | -14.5% | +18.9% | -33.4% | -3.0% |
| 3Y | -98.6% | +83.1% | -181.6% | -97.4% |
| All | -98.7% | +72.1% | -170.8% | -97.7% |
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