+23.8%
BTDR vs ARWR
+30.2%
-6.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +20.0% | +1.7% | +18.3% | +19.4% |
| 30D | +11.9% | -0.7% | +12.6% | +12.1% |
| 3M | -36.9% | +14.9% | -51.8% | -39.6% |
| 6M | +56.5% | +32.6% | +23.9% | +44.7% |
| YTD | +10.4% | +30.0% | -19.6% | +1.9% |
| 1Y | +3.1% | +208.4% | -205.3% | -23.8% |
| 3Y | -2.6% | +208.8% | -211.4% | -33.5% |
| 5Y | +25.2% | +27.8% | -2.6% | -13.4% |
| All | +23.8% | +30.2% | -6.4% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling