+130.2%
BP vs ARWR
+906.2%
-776.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -11.6% | -2.9% | -8.7% | -11.5% |
| 30D | 0.0% | -5.4% | +5.4% | +0.3% |
| 3M | +6.7% | -32.2% | +39.0% | +8.8% |
| 6M | +2.2% | -26.5% | +28.7% | +3.4% |
| YTD | +33.0% | -12.4% | +45.4% | +32.7% |
| 1Y | +30.7% | +46.9% | -16.1% | +25.9% |
| 3Y | +44.2% | +116.0% | -71.8% | +31.4% |
| 5Y | +105.1% | -28.0% | +133.1% | +95.7% |
| All | +130.2% | +906.2% | -776.0% | +101.5% |
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 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