-3.8%
BROS vs ARWR
-21.5%
+17.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -19.0% | -17.7% | -1.3% | -15.1% |
| 30D | -7.3% | -21.9% | +14.7% | -1.6% |
| 3M | -31.2% | -44.5% | +13.3% | -20.8% |
| 6M | -33.0% | -32.6% | -0.5% | -27.7% |
| YTD | -42.4% | -26.2% | -16.2% | -39.7% |
| 1Y | -37.7% | +23.0% | -60.7% | -43.9% |
| 3Y | +28.2% | +81.8% | -53.6% | -10.5% |
| 5Y | -43.4% | -36.0% | -7.3% | -50.8% |
| All | -3.8% | -21.5% | +17.8% | -11.9% |
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