+39.8%
BKNG vs ARWR
+173.6%
-133.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -10.7% | -4.3% | -6.3% | -10.4% |
| 30D | -18.1% | -7.3% | -10.8% | -17.7% |
| 3M | +8.5% | +17.0% | -8.5% | +7.0% |
| 6M | -0.1% | +39.8% | -39.9% | -3.0% |
| YTD | -18.2% | +24.7% | -42.9% | -20.1% |
| 1Y | -19.9% | +186.5% | -206.3% | -27.1% |
| All | +39.8% | +173.6% | -133.7% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling