+261.6%
BN vs ARWR
+1,075.6%
-814.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.4% |
| 7D | -1.2% | +2.9% | -4.0% | -1.5% |
| 30D | -10.9% | -2.9% | -8.0% | -10.6% |
| 3M | -11.1% | +15.2% | -26.3% | -13.1% |
| 6M | -4.4% | +42.3% | -46.6% | -9.3% |
| YTD | -14.1% | +28.2% | -42.3% | -17.7% |
| 1Y | -11.1% | +213.2% | -224.3% | -24.8% |
| 3Y | +75.6% | +184.6% | -109.1% | +42.9% |
| 5Y | +35.8% | +29.2% | +6.5% | +16.2% |
| 10Y | +261.6% | +1,012.5% | -751.0% | +172.3% |
| All | +261.6% | +1,075.6% | -814.0% | +172.3% |
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 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