+678.6%
NYT vs ARWR
-97.2%
+775.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -2.0% |
| 7D | -1.6% | -3.2% | +1.6% | -1.6% |
| 30D | +2.8% | -6.5% | +9.2% | +2.8% |
| 3M | -9.2% | +12.7% | -21.9% | -9.3% |
| 6M | -17.1% | +36.2% | -53.3% | -17.2% |
| YTD | -3.2% | +24.5% | -27.7% | -3.4% |
| 1Y | +15.7% | +198.0% | -182.3% | +15.0% |
| 3Y | +55.7% | +176.4% | -120.6% | +54.6% |
| 5Y | +39.4% | +26.6% | +12.8% | +38.6% |
| 10Y | +485.6% | +1,054.1% | -568.5% | +476.3% |
| All | +678.6% | -97.2% | +775.8% | +649.0% |
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