+7,256.1%
QLD vs ARWR
+14.9%
+7,241.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -6.8% | -5.9% | -11.7% |
| 7D | -18.6% | -5.0% | -13.6% | -17.8% |
| 30D | -28.3% | -6.6% | -21.7% | -27.4% |
| 3M | -20.4% | -33.9% | +13.5% | -15.3% |
| 6M | -14.3% | -23.3% | +9.0% | -11.4% |
| YTD | +2.8% | -13.5% | +16.2% | +3.9% |
| 1Y | -1.2% | +42.5% | -43.8% | -8.1% |
| 3Y | +135.3% | +104.1% | +31.2% | +96.3% |
| 5Y | +62.6% | -28.8% | +91.4% | +53.5% |
| 10Y | +1,384.3% | +911.6% | +472.7% | +820.4% |
| All | +7,256.1% | +14.9% | +7,241.2% | +4,670.5% |
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 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