+1,320.3%
BR vs ARWR
+19.5%
+1,300.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +5.0% | -17.7% | +22.7% | +6.0% |
| 30D | +16.6% | -21.9% | +38.5% | +18.1% |
| 3M | +12.0% | -44.5% | +56.5% | +15.5% |
| 6M | +30.7% | -32.6% | +63.3% | +33.0% |
| YTD | -11.9% | -26.2% | +14.3% | -11.2% |
| 1Y | -11.6% | +23.0% | -34.5% | -13.7% |
| 3Y | +15.0% | +81.8% | -66.7% | +6.6% |
| 5Y | +18.1% | -36.0% | +54.1% | +14.0% |
| 10Y | +278.6% | +1,039.5% | -760.9% | +195.4% |
| All | +1,320.3% | +19.5% | +1,300.8% | +1,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling