-22.1%
BA vs ARWR
-28.9%
+6.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +1.1% | -2.9% | +4.0% | +1.5% |
| 30D | -7.9% | -5.4% | -2.5% | -7.2% |
| 3M | -25.3% | -32.2% | +6.9% | -20.8% |
| 6M | -24.6% | -26.5% | +1.9% | -21.5% |
| YTD | -20.1% | -12.4% | -7.7% | -19.7% |
| 1Y | -11.8% | +46.9% | -58.6% | -19.0% |
| 3Y | -10.1% | +116.0% | -126.1% | -29.9% |
| All | -22.1% | -28.9% | +6.8% | -32.7% |
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