+870.1%
BX vs ARWR
-19.8%
+889.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +3.7% | -17.7% | +21.4% | +5.9% |
| 30D | +8.2% | -21.9% | +30.1% | +11.3% |
| 3M | -12.7% | -44.5% | +31.8% | -6.6% |
| 6M | +1.0% | -32.6% | +33.6% | +4.9% |
| YTD | -17.2% | -26.2% | +9.0% | -15.3% |
| 1Y | -11.6% | +23.0% | -34.5% | -15.5% |
| 3Y | +36.8% | +81.8% | -45.0% | +19.2% |
| 5Y | +4.8% | -36.0% | +40.8% | -0.1% |
| 10Y | +672.8% | +1,039.5% | -366.7% | +389.9% |
| All | +870.1% | -19.8% | +889.9% | +577.0% |
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