+641.7%
BE vs ARWR
+194.5%
+447.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -13.4% | -17.7% | +4.3% | -8.5% |
| 30D | -33.9% | -21.9% | -12.0% | -28.9% |
| 3M | -12.0% | -44.5% | +32.6% | +5.0% |
| 6M | -29.0% | -32.6% | +3.6% | -20.8% |
| YTD | +113.4% | -26.2% | +139.6% | +129.0% |
| 1Y | +33.2% | +23.0% | +10.2% | +18.4% |
| 3Y | +1,659.2% | +81.8% | +1,577.5% | +1,110.6% |
| 5Y | +461.4% | -36.0% | +497.4% | +421.7% |
| All | +641.7% | +194.5% | +447.2% | +302.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling