+177.4%
NXT vs ARWR
+161.8%
+15.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.1% | +1.7% | -2.8% | -1.4% |
| 30D | -15.3% | -0.7% | -14.7% | -15.2% |
| 3M | -43.8% | +14.9% | -58.7% | -45.2% |
| 6M | -18.7% | +32.6% | -51.3% | -22.9% |
| YTD | -3.0% | +30.0% | -33.0% | -7.9% |
| 1Y | +22.7% | +208.4% | -185.6% | +0.4% |
| 3Y | +95.9% | +208.8% | -112.9% | +48.4% |
| All | +177.4% | +161.8% | +15.6% | +133.6% |
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