-11.5%
BR vs ARWR
+25.1%
-36.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | +1.9% | -19.9% | +21.8% | +1.4% |
| 30D | +15.9% | -18.7% | +34.6% | +15.4% |
| 3M | +13.7% | -44.7% | +58.3% | +12.4% |
| 6M | +31.0% | -36.5% | +67.5% | +30.3% |
| YTD | -12.0% | -25.7% | +13.7% | -12.3% |
| 1Y | -11.5% | +18.9% | -30.4% | -10.4% |
| All | -11.5% | +25.1% | -36.6% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling