+285.2%
BN vs ARWR
+921.6%
-636.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -15.3% | +19.2% | +5.8% |
| 7D | +3.6% | -17.3% | +21.0% | +5.9% |
| 30D | +15.9% | -21.5% | +37.4% | +19.2% |
| 3M | -2.3% | -43.8% | +41.5% | +4.6% |
| 6M | -8.4% | -32.3% | +23.8% | -4.8% |
| YTD | -5.9% | -25.8% | +20.0% | -3.7% |
| 1Y | -5.6% | +25.5% | -31.1% | -10.5% |
| 3Y | +104.2% | +84.1% | +20.1% | +74.9% |
| 5Y | +35.5% | -39.2% | +74.7% | +26.0% |
| 10Y | +285.2% | +1,072.4% | -787.2% | +192.9% |
| All | +285.2% | +921.6% | -636.4% | +192.9% |
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 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