-17.7%
BB vs ARWR
-34.9%
+17.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | +1.8% | -17.8% | +19.7% | +5.5% |
| 30D | +8.1% | -18.1% | +26.3% | +12.3% |
| 3M | -1.0% | -44.2% | +43.2% | +10.8% |
| 6M | +45.9% | -38.6% | +84.6% | +58.5% |
| YTD | +134.8% | -28.0% | +162.9% | +143.5% |
| 1Y | +104.6% | +16.1% | +88.5% | +87.3% |
| 3Y | +152.8% | +84.0% | +68.9% | +82.9% |
| All | -17.7% | -34.9% | +17.1% | -27.7% |
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