+94.4%
QQQ vs ARWR
+29.5%
+64.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +1.5% | +2.9% | -1.3% | +1.1% |
| 30D | -0.6% | -2.9% | +2.3% | -0.3% |
| 3M | +0.4% | +15.2% | -14.8% | -2.2% |
| 6M | +20.1% | +42.3% | -22.2% | +12.7% |
| YTD | +17.2% | +28.2% | -11.0% | +11.4% |
| 1Y | +24.7% | +213.2% | -188.6% | +1.5% |
| 3Y | +96.2% | +184.6% | -88.5% | +49.1% |
| 5Y | +94.4% | +29.2% | +65.1% | +63.1% |
| All | +94.4% | +29.5% | +64.8% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling