+1,236.3%
BA vs ARWR
-98.0%
+1,334.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.8% | +4.3% | -2.5% |
| 7D | -0.1% | -5.0% | +4.9% | -0.1% |
| 30D | -9.1% | -6.6% | -2.5% | -9.1% |
| 3M | -28.2% | -33.9% | +5.7% | -28.0% |
| 6M | -23.1% | -23.3% | +0.2% | -23.0% |
| YTD | -20.6% | -13.5% | -7.1% | -20.5% |
| 1Y | -12.7% | +42.5% | -55.3% | -13.0% |
| 3Y | -11.6% | +104.1% | -115.7% | -12.3% |
| 5Y | -23.1% | -28.8% | +5.7% | -23.4% |
| 10Y | +34.4% | +911.6% | -877.3% | +32.0% |
| All | +1,236.3% | -98.0% | +1,334.3% | +1,191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling