+114.5%
BTI vs ARWR
+25.7%
+88.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.4% |
| 7D | -2.4% | -3.2% | +0.8% | -2.3% |
| 30D | -4.8% | -6.5% | +1.7% | -4.6% |
| 3M | -8.1% | +12.7% | -20.8% | -8.5% |
| 6M | -4.2% | +36.2% | -40.4% | -5.3% |
| YTD | -1.3% | +24.5% | -25.8% | -2.2% |
| 1Y | +2.1% | +198.0% | -195.9% | -2.0% |
| 3Y | +108.9% | +176.4% | -67.4% | +97.1% |
| 5Y | +114.5% | +26.6% | +87.9% | +98.5% |
| All | +114.5% | +25.7% | +88.8% | +98.5% |
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 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