-29.7%
BTDR vs ARWR
-25.6%
-4.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.7% | +8.9% | +9.5% |
| 7D | +7.7% | -19.9% | +27.6% | +13.8% |
| 30D | -24.1% | -18.7% | -5.4% | -20.1% |
| 3M | -19.1% | -44.7% | +25.6% | -5.9% |
| 6M | -46.6% | -36.5% | -10.1% | -40.6% |
| YTD | -37.3% | -25.7% | -11.6% | -33.3% |
| 1Y | -53.2% | +18.9% | -72.1% | -56.2% |
| 3Y | +77.1% | +83.1% | -6.0% | +39.3% |
| 5Y | -29.7% | -34.9% | +5.2% | -43.9% |
| All | -29.7% | -25.6% | -4.1% | -44.0% |
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