+625.7%
BX vs ARWR
+1,009.4%
-383.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.6% | -2.2% |
| 7D | -1.1% | -17.9% | +16.9% | +1.6% |
| 30D | +8.8% | -18.9% | +27.7% | +12.0% |
| 3M | -18.3% | -46.0% | +27.7% | -10.7% |
| 6M | -1.5% | -40.3% | +38.8% | +5.3% |
| YTD | -19.9% | -29.0% | +9.1% | -17.1% |
| 1Y | -14.5% | +13.8% | -28.3% | -18.4% |
| 3Y | +32.3% | +74.9% | -42.6% | +11.0% |
| 5Y | -1.1% | -36.2% | +35.1% | -8.8% |
| All | +625.7% | +1,009.4% | -383.7% | +444.4% |
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