-4.8%
BR vs ARWR
+181.4%
-186.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -2.4% |
| 7D | -5.9% | +2.9% | -8.8% | -6.0% |
| 30D | +1.9% | -2.9% | +4.8% | +2.0% |
| 3M | +14.7% | +15.2% | -0.6% | +14.1% |
| 6M | -12.8% | +42.3% | -55.0% | -14.0% |
| YTD | -23.0% | +28.2% | -51.2% | -23.9% |
| 1Y | -31.7% | +213.2% | -244.9% | -35.6% |
| 3Y | -4.8% | +184.6% | -189.4% | -14.0% |
| All | -4.8% | +181.4% | -186.1% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling