+64.7%
BLK vs ARWR
+173.2%
-108.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.8% |
| 7D | -2.7% | -3.2% | +0.5% | -2.3% |
| 30D | -4.8% | -6.5% | +1.7% | -4.0% |
| 3M | +6.5% | +12.7% | -6.2% | +4.3% |
| 6M | +13.1% | +36.2% | -23.0% | +7.8% |
| YTD | +1.8% | +24.5% | -22.7% | -2.1% |
| 1Y | -1.0% | +198.0% | -199.0% | -15.8% |
| All | +64.7% | +173.2% | -108.5% | +28.9% |
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 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