+825.7%
BKNG vs ARWR
+118.2%
+707.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.7% |
| 7D | -7.9% | +2.9% | -10.7% | -7.9% |
| 30D | -15.9% | -2.9% | -13.0% | -15.9% |
| 3M | +11.1% | +15.2% | -4.1% | +11.0% |
| 6M | -0.7% | +42.3% | -43.0% | -1.0% |
| YTD | -15.4% | +28.2% | -43.6% | -15.6% |
| 1Y | -18.5% | +213.2% | -231.8% | -19.3% |
| 3Y | +46.5% | +184.6% | -138.2% | +44.8% |
| 5Y | +98.8% | +29.2% | +69.5% | +97.1% |
| 10Y | +218.4% | +1,012.5% | -794.2% | +211.7% |
| All | +825.7% | +118.2% | +707.5% | +887.9% |
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