+14,604.7%
BLK vs ARWR
-18.3%
+14,623.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +3.7% | -17.8% | +21.6% | +3.9% |
| 30D | +13.9% | -18.1% | +32.0% | +14.1% |
| 3M | +3.9% | -44.2% | +48.1% | +4.5% |
| 6M | +13.0% | -38.6% | +51.6% | +13.4% |
| YTD | +16.1% | -28.0% | +44.2% | +16.4% |
| 1Y | +16.8% | +16.1% | +0.6% | +16.4% |
| 3Y | +97.7% | +84.0% | +13.7% | +95.6% |
| 5Y | +42.1% | -35.4% | +77.5% | +41.5% |
| 10Y | +321.3% | +1,043.1% | -721.8% | +309.8% |
| All | +14,604.7% | -18.3% | +14,623.0% | +13,784.3% |
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