-26.4%
BA vs ARWR
-35.7%
+9.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.0% |
| 7D | -0.6% | -17.9% | +17.4% | +2.5% |
| 30D | -8.0% | -18.9% | +10.9% | -5.1% |
| 3M | -25.8% | -46.0% | +20.2% | -18.4% |
| 6M | -27.6% | -40.3% | +12.8% | -22.0% |
| YTD | -21.0% | -29.0% | +8.0% | -17.9% |
| 1Y | -12.3% | +13.8% | -26.1% | -16.5% |
| 3Y | -12.8% | +74.9% | -87.7% | -30.2% |
| All | -26.4% | -35.7% | +9.3% | -34.1% |
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