+285.2%
BRO vs ARWR
+1,081.9%
-796.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.3% | -4.0% | -3.3% | -7.1% |
| 30D | -6.9% | -5.0% | -1.8% | -6.6% |
| 3M | +10.7% | +11.3% | -0.7% | +9.7% |
| 6M | -2.7% | +42.6% | -45.3% | -5.2% |
| YTD | -16.3% | +24.8% | -41.1% | -18.0% |
| 1Y | -29.1% | +178.8% | -207.9% | -34.2% |
| 3Y | -7.8% | +183.3% | -191.2% | -17.2% |
| 5Y | +18.7% | +29.5% | -10.7% | +9.5% |
| All | +285.2% | +1,081.9% | -796.7% | +226.3% |
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