+1,481.8%
QQQ vs ARWR
-43.5%
+1,525.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +3.6% | -17.8% | +21.5% | +3.8% |
| 30D | -6.7% | -18.1% | +11.4% | -6.6% |
| 3M | -7.0% | -44.2% | +37.1% | -6.6% |
| 6M | -4.7% | -38.6% | +34.0% | -4.3% |
| YTD | +11.1% | -28.0% | +39.1% | +11.3% |
| 1Y | +12.3% | +16.1% | -3.9% | +12.0% |
| 3Y | +83.3% | +84.0% | -0.7% | +81.6% |
| 5Y | +77.5% | -35.4% | +112.9% | +76.7% |
| 10Y | +528.3% | +1,043.1% | -514.8% | +514.0% |
| All | +1,481.8% | -43.5% | +1,525.2% | +1,393.3% |
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