+289.2%
BN vs ARWR
+1,055.7%
-766.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | +4.3% | -17.7% | +22.0% | +6.7% |
| 30D | +14.3% | -21.9% | +36.2% | +17.6% |
| 3M | -4.1% | -44.5% | +40.4% | +2.9% |
| 6M | -9.7% | -32.6% | +22.9% | -6.0% |
| YTD | -7.1% | -26.2% | +19.0% | -5.0% |
| 1Y | -7.4% | +23.0% | -30.4% | -12.0% |
| 3Y | +102.3% | +81.8% | +20.6% | +73.5% |
| 5Y | +35.9% | -36.0% | +72.0% | +25.9% |
| 10Y | +289.2% | +1,039.5% | -750.4% | +196.2% |
| All | +289.2% | +1,055.7% | -766.5% | +196.2% |
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