-37.7%
BROS vs ARWR
+20.0%
-57.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -19.0% | -17.7% | -1.3% | -16.1% |
| 30D | -7.3% | -21.9% | +14.7% | -3.0% |
| 3M | -31.2% | -44.5% | +13.3% | -23.5% |
| 6M | -33.0% | -32.6% | -0.5% | -29.4% |
| YTD | -42.4% | -26.2% | -16.2% | -41.1% |
| 1Y | -37.7% | +23.0% | -60.7% | -41.9% |
| All | -37.7% | +20.0% | -57.7% | -41.9% |
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 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