+28.1%
BTDR vs ARWR
+29.5%
-1.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +2.7% |
| 7D | +22.4% | +2.9% | +19.6% | +21.5% |
| 30D | +16.5% | -2.9% | +19.4% | +17.3% |
| 3M | -31.5% | +15.2% | -46.7% | -34.5% |
| 6M | +74.0% | +42.3% | +31.8% | +58.1% |
| YTD | +13.0% | +28.2% | -15.2% | +4.6% |
| 1Y | -0.2% | +213.2% | -213.5% | -26.6% |
| 3Y | +9.9% | +184.6% | -174.8% | -24.8% |
| 5Y | +28.1% | +29.2% | -1.1% | -11.3% |
| All | +28.1% | +29.5% | -1.4% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling