+233.0%
BAC vs ARWR
+1,021.8%
-788.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -1.9% | -19.9% | +18.1% | +0.1% |
| 30D | -7.2% | -18.7% | +11.6% | -5.5% |
| 3M | -20.4% | -44.7% | +24.3% | -16.2% |
| 6M | +1.3% | -36.5% | +37.8% | +4.9% |
| YTD | -6.4% | -25.7% | +19.3% | -4.9% |
| 1Y | -3.5% | +18.9% | -22.4% | -6.8% |
| 3Y | +96.7% | +83.1% | +13.6% | +74.2% |
| 5Y | +20.6% | -34.9% | +55.5% | +13.5% |
| 10Y | +233.0% | +1,080.9% | -847.8% | +165.3% |
| All | +233.0% | +1,021.8% | -788.8% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling