+12,446.1%
BRO vs ARWR
-97.2%
+12,543.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -8.6% | -4.3% | -4.3% | -8.6% |
| 30D | -6.9% | -7.3% | +0.3% | -6.9% |
| 3M | +10.5% | +17.0% | -6.5% | +10.4% |
| 6M | -2.8% | +39.8% | -42.6% | -3.0% |
| YTD | -16.1% | +24.7% | -40.8% | -16.3% |
| 1Y | -27.6% | +186.5% | -214.1% | -28.0% |
| 3Y | -7.3% | +176.8% | -184.1% | -8.0% |
| 5Y | +19.0% | +29.3% | -10.3% | +18.3% |
| 10Y | +292.7% | +1,055.9% | -763.1% | +285.8% |
| All | +12,446.1% | -97.2% | +12,543.2% | +11,131.3% |
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 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