+290.2%
BN vs ARWR
+1,024.2%
-734.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -1.0% | -17.8% | +16.9% | +1.2% |
| 30D | +14.0% | -18.1% | +32.1% | +16.6% |
| 3M | -9.0% | -44.2% | +35.2% | -2.5% |
| 6M | -8.8% | -38.6% | +29.8% | -4.0% |
| YTD | -10.3% | -28.0% | +17.8% | -7.9% |
| 1Y | -5.8% | +16.1% | -21.9% | -9.8% |
| 3Y | +94.8% | +84.0% | +10.8% | +66.9% |
| 5Y | +31.5% | -35.4% | +66.8% | +21.7% |
| All | +290.2% | +1,024.2% | -734.0% | +199.7% |
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