+571.7%
QQQ vs ARWR
+978.7%
-407.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | +1.0% | -3.2% | +4.2% | +1.4% |
| 30D | -0.6% | -6.5% | +5.8% | +0.1% |
| 3M | +1.3% | +12.7% | -11.4% | -0.4% |
| 6M | +18.1% | +36.2% | -18.1% | +13.3% |
| YTD | +16.9% | +24.5% | -7.6% | +12.9% |
| 1Y | +24.0% | +198.0% | -174.0% | +7.3% |
| 3Y | +95.6% | +176.4% | -80.7% | +62.1% |
| 5Y | +94.5% | +26.6% | +67.9% | +69.6% |
| 10Y | +571.7% | +1,054.1% | -482.3% | +372.6% |
| All | +571.7% | +978.7% | -407.0% | +372.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling