-28.6%
BROS vs ARWR
+200.0%
-228.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -0.9% | +2.9% | -3.8% | -1.4% |
| 30D | -13.5% | -2.9% | -10.6% | -13.1% |
| 3M | -18.4% | +15.2% | -33.7% | -21.2% |
| 6M | -10.6% | +42.3% | -52.9% | -17.7% |
| YTD | -25.1% | +28.2% | -53.3% | -30.1% |
| 1Y | -28.6% | +213.2% | -241.9% | -38.4% |
| All | -28.6% | +200.0% | -228.6% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling