+53.8%
ARWR vs BAM
+90.5%
-36.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +2.3% | -17.7% | -16.7% |
| 7D | -17.3% | +5.3% | -22.6% | -20.0% |
| 30D | -21.5% | +18.1% | -39.6% | -29.3% |
| 3M | -43.8% | +4.2% | -48.0% | -45.6% |
| 6M | -32.3% | +11.1% | -43.3% | -37.4% |
| YTD | -25.8% | +6.6% | -32.4% | -30.4% |
| 1Y | +25.5% | +6.2% | +19.3% | +17.7% |
| 3Y | +84.1% | +95.0% | -10.9% | +26.8% |
| All | +53.8% | +90.5% | -36.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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