+9,127.5%
QLD vs ARWR
+72.7%
+9,054.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | +1.7% | -1.1% | +0.3% |
| 30D | -0.1% | -0.7% | +0.5% | -0.1% |
| 3M | -8.4% | +14.9% | -23.2% | -10.6% |
| 6M | +32.2% | +32.6% | -0.4% | +25.8% |
| YTD | +28.9% | +30.0% | -1.1% | +22.6% |
| 1Y | +43.8% | +208.4% | -164.5% | +18.7% |
| 3Y | +176.6% | +208.8% | -32.2% | +116.3% |
| 5Y | +121.6% | +27.8% | +93.8% | +92.2% |
| 10Y | +1,652.9% | +1,107.6% | +545.4% | +944.9% |
| All | +9,127.5% | +72.7% | +9,054.8% | +5,530.3% |
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