+4,371.5%
BTI vs ARWR
-97.0%
+4,468.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.4% | +1.7% | -3.1% | -1.4% |
| 30D | -6.6% | -0.7% | -6.0% | -6.6% |
| 3M | -3.0% | +14.9% | -17.9% | -3.1% |
| 6M | -6.7% | +32.6% | -39.3% | -6.9% |
| YTD | +0.6% | +30.0% | -29.5% | +0.3% |
| 1Y | +5.6% | +208.4% | -202.8% | +4.8% |
| 3Y | +110.3% | +208.8% | -98.5% | +108.2% |
| 5Y | +114.3% | +27.8% | +86.5% | +112.7% |
| 10Y | +67.7% | +1,107.6% | -1,039.9% | +63.1% |
| All | +4,371.5% | -97.0% | +4,468.5% | +3,904.6% |
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