+187.9%
BR vs ARWR
+1,080.6%
-892.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -6.0% | -4.3% | -1.7% | -5.6% |
| 30D | -0.9% | -7.3% | +6.4% | -0.3% |
| 3M | +16.4% | +17.0% | -0.6% | +14.6% |
| 6M | -8.2% | +39.8% | -48.0% | -11.1% |
| YTD | -23.2% | +24.7% | -47.9% | -25.2% |
| 1Y | -30.9% | +186.5% | -217.4% | -37.6% |
| 3Y | -5.0% | +176.8% | -181.8% | -17.3% |
| 5Y | +8.8% | +29.3% | -20.6% | -2.0% |
| All | +187.9% | +1,080.6% | -892.7% | +104.4% |
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