+117.9%
BTSG vs ARWR
+59.7%
+58.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.6% | -0.5% |
| 7D | +17.4% | +2.4% | +15.0% | +17.0% |
| 30D | +12.6% | -1.1% | +13.7% | +12.7% |
| 3M | +11.2% | -31.2% | +42.4% | +16.5% |
| 6M | +30.4% | -19.3% | +49.7% | +33.3% |
| YTD | +86.4% | -7.1% | +93.5% | +85.8% |
| 1Y | +117.9% | +62.9% | +55.0% | +108.1% |
| All | +117.9% | +59.7% | +58.2% | +108.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling