+4,979.6%
BTI vs ARWR
-98.4%
+5,077.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +1.6% | -17.8% | +19.5% | +1.8% |
| 30D | +9.2% | -18.1% | +27.4% | +9.3% |
| 3M | +9.6% | -44.2% | +53.8% | +10.0% |
| 6M | -2.4% | -38.6% | +36.2% | -2.2% |
| YTD | +14.2% | -28.0% | +42.3% | +14.4% |
| 1Y | +20.3% | +16.1% | +4.2% | +20.1% |
| 3Y | +147.4% | +84.0% | +63.4% | +145.6% |
| 5Y | +155.4% | -35.4% | +190.8% | +154.6% |
| 10Y | +127.3% | +1,043.1% | -915.7% | +121.4% |
| All | +4,979.6% | -98.4% | +5,077.9% | +4,464.0% |
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