+275.1%
BLK vs ARWR
+1,081.9%
-806.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.3% | -4.0% | +0.7% | -2.8% |
| 30D | -6.5% | -5.0% | -1.5% | -6.0% |
| 3M | +6.7% | +11.3% | -4.6% | +5.0% |
| 6M | +14.7% | +42.6% | -27.9% | +9.4% |
| YTD | +2.5% | +24.8% | -22.3% | -1.0% |
| 1Y | -2.8% | +178.8% | -181.5% | -15.0% |
| 3Y | +65.9% | +183.3% | -117.5% | +37.7% |
| 5Y | +33.0% | +29.5% | +3.5% | +15.8% |
| All | +275.1% | +1,081.9% | -806.8% | +171.6% |
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