+278.9%
BR vs ARWR
+1,021.8%
-742.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +1.9% | -19.9% | +21.8% | +3.4% |
| 30D | +15.9% | -18.7% | +34.6% | +17.5% |
| 3M | +13.7% | -44.7% | +58.3% | +18.4% |
| 6M | +31.0% | -36.5% | +67.5% | +34.6% |
| YTD | -12.0% | -25.7% | +13.7% | -11.1% |
| 1Y | -11.5% | +18.9% | -30.4% | -14.3% |
| 3Y | +14.9% | +83.1% | -68.1% | +3.1% |
| 5Y | +20.1% | -34.9% | +54.9% | +13.9% |
| 10Y | +278.9% | +1,080.9% | -801.9% | +182.1% |
| All | +278.9% | +1,021.8% | -742.9% | +182.1% |
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