-28.9%
BB vs ARWR
+28.5%
-57.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.6% | +1.7% | -7.3% | -6.0% |
| 30D | -11.8% | -0.7% | -11.1% | -11.7% |
| 3M | -25.5% | +14.9% | -40.4% | -28.3% |
| 6M | +121.3% | +32.6% | +88.6% | +104.3% |
| YTD | +103.2% | +30.0% | +73.1% | +87.3% |
| 1Y | +102.6% | +208.4% | -105.7% | +48.9% |
| 3Y | +37.5% | +208.8% | -171.3% | -11.3% |
| All | -28.9% | +28.5% | -57.4% | -43.6% |
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 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