+14.1%
QLD vs ARWR
+17.3%
-3.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +7.0% | -17.8% | +24.9% | +10.3% |
| 30D | -14.3% | -18.1% | +3.8% | -11.3% |
| 3M | -16.0% | -44.2% | +28.2% | -7.2% |
| 6M | -14.2% | -38.6% | +24.4% | -7.3% |
| YTD | +12.8% | -28.0% | +40.8% | +17.0% |
| 1Y | +14.1% | +16.1% | -2.1% | +12.5% |
| All | +14.1% | +17.3% | -3.3% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling