+1,301.5%
BR vs ARWR
+41.9%
+1,259.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | +6.5% | -2.9% | +9.4% | +6.6% |
| 30D | +18.9% | -5.4% | +24.3% | +19.2% |
| 3M | +16.3% | -32.2% | +48.5% | +18.7% |
| 6M | +26.2% | -26.5% | +52.7% | +27.8% |
| YTD | -13.1% | -12.4% | -0.7% | -13.1% |
| 1Y | -10.5% | +46.9% | -57.3% | -13.5% |
| 3Y | +13.3% | +116.0% | -102.6% | +4.2% |
| 5Y | +19.9% | -28.0% | +47.9% | +15.1% |
| 10Y | +254.2% | +923.9% | -669.7% | +176.8% |
| All | +1,301.5% | +41.9% | +1,259.6% | +1,035.4% |
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 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