+960.9%
BURL vs ARWR
+1,327.1%
-366.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -2.8% | +1.7% | -4.5% | -3.0% |
| 30D | -28.2% | -0.7% | -27.5% | -28.1% |
| 3M | -17.6% | +14.9% | -32.5% | -19.1% |
| 6M | -11.8% | +32.6% | -44.4% | -15.0% |
| YTD | -8.1% | +30.0% | -38.2% | -11.5% |
| 1Y | -12.0% | +208.4% | -220.3% | -23.4% |
| 3Y | +63.3% | +208.8% | -145.5% | +35.9% |
| 5Y | -10.8% | +27.8% | -38.6% | -21.4% |
| 10Y | +215.9% | +1,107.6% | -891.6% | +125.4% |
| All | +960.9% | +1,327.1% | -366.2% | +637.9% |
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