+95.6%
BN vs ARWR
+105.6%
-10.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | +5.3% | -2.9% | +8.3% | +5.9% |
| 30D | +11.9% | -5.4% | +17.3% | +12.9% |
| 3M | -5.7% | -32.2% | +26.5% | +0.1% |
| 6M | -10.6% | -26.5% | +15.9% | -7.1% |
| YTD | -9.4% | -12.4% | +3.0% | -9.2% |
| 1Y | -8.8% | +46.9% | -55.7% | -17.6% |
| 3Y | +95.6% | +116.0% | -20.3% | +48.0% |
| All | +95.6% | +105.6% | -10.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling