-23.1%
BA vs ARWR
-29.8%
+6.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.8% | +4.3% | -1.5% |
| 7D | -0.1% | -5.0% | +4.9% | +0.7% |
| 30D | -9.1% | -6.6% | -2.5% | -8.2% |
| 3M | -28.2% | -33.9% | +5.7% | -23.5% |
| 6M | -23.1% | -23.3% | +0.2% | -20.5% |
| YTD | -20.6% | -13.5% | -7.1% | -19.9% |
| 1Y | -12.7% | +42.5% | -55.3% | -19.5% |
| 3Y | -11.6% | +104.1% | -115.7% | -30.2% |
| 5Y | -23.1% | -28.8% | +5.7% | -34.0% |
| All | -23.1% | -29.8% | +6.6% | -34.0% |
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