+661.1%
BX vs ARWR
+1,081.9%
-420.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -5.6% | -4.0% | -1.6% | -5.0% |
| 30D | -12.2% | -5.0% | -7.2% | -11.6% |
| 3M | +7.4% | +11.3% | -3.9% | +5.1% |
| 6M | +22.2% | +42.6% | -20.4% | +14.7% |
| YTD | -14.0% | +24.8% | -38.8% | -17.8% |
| 1Y | -27.3% | +178.8% | -206.1% | -39.3% |
| 3Y | +24.5% | +183.3% | -158.8% | -2.4% |
| 5Y | +18.9% | +29.5% | -10.6% | -0.2% |
| All | +661.1% | +1,081.9% | -420.8% | +431.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling