+14.9%
BND vs ARWR
+1,080.6%
-1,065.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.9% | -4.3% | +3.4% | -0.9% |
| 30D | -1.0% | -7.3% | +6.3% | -0.9% |
| 3M | -1.2% | +17.0% | -18.2% | -1.4% |
| 6M | -2.0% | +39.8% | -41.8% | -2.4% |
| YTD | -1.2% | +24.7% | -25.8% | -1.5% |
| 1Y | -0.5% | +186.5% | -186.9% | -1.6% |
| 3Y | +12.4% | +176.8% | -164.4% | +10.7% |
| 5Y | -2.5% | +29.3% | -31.8% | -3.8% |
| All | +14.9% | +1,080.6% | -1,065.7% | +12.9% |
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