+75.5%
BND vs ARWR
+2.2%
+73.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | 0.0% |
| 7D | -0.6% | -19.9% | +19.4% | -0.5% |
| 30D | +1.6% | -18.7% | +20.3% | +1.6% |
| 3M | -0.5% | -44.7% | +44.2% | -0.4% |
| 6M | -1.1% | -36.5% | +35.5% | -1.0% |
| YTD | -0.7% | -25.7% | +25.0% | -0.7% |
| 1Y | -0.7% | +18.9% | -19.6% | -0.7% |
| 3Y | +14.4% | +83.1% | -68.6% | +14.2% |
| 5Y | -1.1% | -34.9% | +33.8% | -1.3% |
| 10Y | +17.9% | +1,080.9% | -1,063.0% | +18.9% |
| All | +75.5% | +2.2% | +73.3% | +75.5% |
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