+112.8%
BP vs ARWR
-34.9%
+147.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.8% |
| 7D | +3.8% | -17.8% | +21.7% | +4.5% |
| 30D | -5.3% | -18.1% | +12.8% | -4.7% |
| 3M | +9.3% | -44.2% | +53.4% | +11.4% |
| 6M | +7.2% | -38.6% | +45.9% | +8.7% |
| YTD | +38.0% | -28.0% | +66.1% | +38.4% |
| 1Y | +33.2% | +16.1% | +17.1% | +29.8% |
| 3Y | +50.3% | +84.0% | -33.7% | +37.7% |
| All | +112.8% | -34.9% | +147.7% | +93.9% |
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 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