-21.9%
BA vs ARWR
-40.7%
+18.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.3% | +14.7% | +1.9% |
| 7D | -1.7% | -17.3% | +15.6% | +1.1% |
| 30D | -9.5% | -21.5% | +12.1% | -6.2% |
| 3M | -26.5% | -43.8% | +17.4% | -19.8% |
| 6M | -27.4% | -32.3% | +4.9% | -23.5% |
| YTD | -20.6% | -25.8% | +5.2% | -18.2% |
| 1Y | -11.4% | +25.5% | -36.9% | -16.8% |
| 3Y | -10.8% | +84.1% | -95.0% | -28.8% |
| 5Y | -21.9% | -39.2% | +17.3% | -30.9% |
| All | -21.9% | -40.7% | +18.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling