+38.3%
BN vs ARWR
+28.5%
+9.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.5% | +1.7% | -4.2% | -2.8% |
| 30D | -9.5% | -0.7% | -8.8% | -9.5% |
| 3M | -10.4% | +14.9% | -25.3% | -13.4% |
| 6M | -6.4% | +32.6% | -39.0% | -12.4% |
| YTD | -11.9% | +30.0% | -41.9% | -17.6% |
| 1Y | -8.6% | +208.4% | -217.0% | -29.4% |
| 3Y | +77.6% | +208.8% | -131.2% | +24.8% |
| All | +38.3% | +28.5% | +9.8% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling