+23.4%
BA vs ARWR
+1,009.4%
-986.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.1% |
| 7D | -0.6% | -17.9% | +17.4% | +2.1% |
| 30D | -8.0% | -18.9% | +10.9% | -5.5% |
| 3M | -25.8% | -46.0% | +20.2% | -19.4% |
| 6M | -27.6% | -40.3% | +12.8% | -22.7% |
| YTD | -21.0% | -29.0% | +8.0% | -18.3% |
| 1Y | -12.3% | +13.8% | -26.1% | -15.8% |
| 3Y | -12.8% | +74.9% | -87.7% | -26.5% |
| 5Y | -22.4% | -36.2% | +13.9% | -27.8% |
| All | +23.4% | +1,009.4% | -986.0% | -14.8% |
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