+481.9%
NYT vs ARWR
+1,081.9%
-599.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.6% | -4.0% | +3.4% | -0.3% |
| 30D | +4.6% | -5.0% | +9.6% | +5.0% |
| 3M | -9.6% | +11.3% | -20.9% | -10.6% |
| 6M | -14.0% | +42.6% | -56.6% | -16.8% |
| YTD | -2.8% | +24.8% | -27.6% | -5.2% |
| 1Y | +15.6% | +178.8% | -163.2% | +5.2% |
| 3Y | +56.3% | +183.3% | -127.0% | +36.8% |
| 5Y | +39.5% | +29.5% | +10.0% | +26.4% |
| All | +481.9% | +1,081.9% | -599.9% | +366.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling