+1,047.5%
ARWR vs BG
+166.7%
+880.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.7% |
| 7D | -4.0% | +3.1% | -7.2% | -5.1% |
| 30D | -5.0% | +10.2% | -15.3% | -8.3% |
| 3M | +11.3% | -1.7% | +13.0% | +11.3% |
| 6M | +42.6% | +1.0% | +41.6% | +39.9% |
| YTD | +24.8% | +39.9% | -15.1% | +8.4% |
| 1Y | +178.8% | +53.2% | +125.5% | +133.5% |
| 3Y | +183.3% | +16.3% | +167.1% | +156.7% |
| 5Y | +29.5% | +83.9% | -54.4% | -6.0% |
| All | +1,047.5% | +166.7% | +880.8% | +553.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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