+1,395.6%
BEN vs ARWR
-98.0%
+1,493.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.7% |
| 7D | +6.6% | -2.9% | +9.5% | +6.6% |
| 30D | +3.8% | -5.4% | +9.2% | +3.9% |
| 3M | +0.2% | -32.2% | +32.5% | +0.5% |
| 6M | +10.4% | -26.5% | +37.0% | +10.7% |
| YTD | +46.2% | -12.4% | +58.6% | +46.2% |
| 1Y | +52.3% | +46.9% | +5.4% | +51.6% |
| 3Y | +65.9% | +116.0% | -50.0% | +64.3% |
| 5Y | +20.6% | -28.0% | +48.5% | +20.0% |
| 10Y | +64.8% | +923.9% | -859.2% | +60.2% |
| All | +1,395.6% | -98.0% | +1,493.6% | +1,230.0% |
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