+22,050.7%
BN vs ARWR
-97.0%
+22,147.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.5% | +1.7% | -4.2% | -2.5% |
| 30D | -9.5% | -0.7% | -8.8% | -9.5% |
| 3M | -10.4% | +14.9% | -25.3% | -10.5% |
| 6M | -6.4% | +32.6% | -39.0% | -6.6% |
| YTD | -11.9% | +30.0% | -41.9% | -12.1% |
| 1Y | -8.6% | +208.4% | -217.0% | -9.4% |
| 3Y | +77.6% | +208.8% | -131.2% | +75.7% |
| 5Y | +37.0% | +27.8% | +9.2% | +36.0% |
| 10Y | +266.4% | +1,107.6% | -841.2% | +259.0% |
| All | +22,050.7% | -97.0% | +22,147.8% | +23,255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling