+56.3%
NYT vs ARWR
+173.9%
-117.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.6% | -4.0% | +3.4% | -0.4% |
| 30D | +4.6% | -5.0% | +9.6% | +4.9% |
| 3M | -9.6% | +11.3% | -20.9% | -10.2% |
| 6M | -14.0% | +42.6% | -56.6% | -15.8% |
| YTD | -2.8% | +24.8% | -27.6% | -4.3% |
| 1Y | +15.6% | +178.8% | -163.2% | +8.6% |
| 3Y | +56.3% | +183.3% | -127.0% | +38.5% |
| All | +56.3% | +173.9% | -117.6% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling