+15.3%
BTDR vs ARWR
+24.8%
-9.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.6% | -6.5% |
| 7D | -3.2% | -4.3% | +1.1% | -2.1% |
| 30D | +32.7% | -7.3% | +39.9% | +35.4% |
| 3M | -28.4% | +17.0% | -45.4% | -31.8% |
| 6M | +51.7% | +39.8% | +11.9% | +38.6% |
| YTD | +2.9% | +24.7% | -21.8% | -4.1% |
| 1Y | -15.5% | +186.5% | -201.9% | -36.3% |
| 3Y | 0.0% | +176.8% | -176.8% | -30.9% |
| 5Y | +16.5% | +29.3% | -12.9% | -18.7% |
| All | +15.3% | +24.8% | -9.5% | -19.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling