When Arnold still goes to school on the reservation, he and Rowdy are like brothers. Rowdy spends a lot of time at Arnold's house because Rowdy's father is an abusive man who suffers from alcoholism and who beats up Rowdy and his family. Arnold says of Rowdy, "It's like he's a family member" (page 17). Rowdy also protects Arnold wherever he goes. Arnold and Rowdy were born on the same day, and since the day of their birth, according to Arnold, Rowdy has been Arnold's protector. Rowdy was "born mad," while Arnold was born "all broken and twisted" (page 17). Since Rowdy is a natural fighter and fights everyone, including boys, girls, men, women, stray dogs, and even the weather (page 20), he looks out for Arnold. Arnold describes Rowdy as "my best human friend" (page 18). Arnold's relationship with Rowdy becomes more problematic and argumentative after Arnold decides to attend a white school off the reservation.
Rowdy and Junior(Arnold) are best friends, but at certain times this relationship is almost hidden. Perhaps this is why confusion has arisen for you. Rowdy is super tough. Junior is a completely awkward nerd. These two characters should not mix. Being best friends doesn't fit. But when no one is looking, Rowdy is totally capable of being as dorky as Junior and this is what makes their relationship thrive. Additionally, Rowdy will defend Junior at any opportunity he gets. In fact, it is almost as if Rowdy enjoys being violent, particularly on behalf of Junior. Many people try to bully Junior and this is part of where Rowdy gets opportunities to vent his frustrations on humanity.
Now, when Junior goes to the white school, their relationship changes forever as Rowdy feels slighted by Junior.