+560.2%
BTSG vs ARWR
+46.6%
+513.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +4.0% | -19.9% | +24.0% | +7.1% |
| 30D | +15.3% | -18.7% | +34.0% | +18.3% |
| 3M | +25.4% | -44.7% | +70.1% | +35.8% |
| 6M | +31.9% | -36.5% | +68.4% | +39.2% |
| YTD | +93.9% | -25.7% | +119.6% | +98.9% |
| 1Y | +114.2% | +18.9% | +95.2% | +103.2% |
| All | +560.2% | +46.6% | +513.6% | +438.6% |
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