+93.1%
BKNG vs ARWR
+26.4%
+66.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -10.7% | -4.3% | -6.3% | -10.2% |
| 30D | -18.1% | -7.3% | -10.8% | -17.4% |
| 3M | +8.5% | +17.0% | -8.5% | +6.0% |
| 6M | -0.1% | +39.8% | -39.9% | -4.8% |
| YTD | -18.2% | +24.7% | -42.9% | -21.3% |
| 1Y | -19.9% | +186.5% | -206.3% | -31.4% |
| 3Y | +41.6% | +176.8% | -135.2% | +13.3% |
| 5Y | +93.1% | +29.3% | +63.8% | +68.7% |
| All | +93.1% | +26.4% | +66.8% | +68.7% |
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