+16.9%
QLD vs ARWR
+15.8%
+1.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | +0.1% |
| 7D | +12.5% | -17.9% | +30.4% | +15.9% |
| 30D | -15.7% | -18.9% | +3.2% | -12.6% |
| 3M | -11.9% | -46.0% | +34.0% | -2.1% |
| 6M | -10.3% | -40.3% | +30.1% | -2.6% |
| YTD | +15.6% | -29.0% | +44.6% | +20.2% |
| All | +16.9% | +15.8% | +1.1% | +15.6% |
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 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