-5.3%
BAC vs ARWR
+44.4%
-49.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -1.2% | -2.9% | +1.7% | -0.9% |
| 30D | -7.7% | -5.4% | -2.3% | -7.3% |
| 3M | -21.2% | -32.2% | +11.1% | -18.9% |
| 6M | -6.8% | -26.5% | +19.7% | -5.1% |
| YTD | -8.7% | -12.4% | +3.7% | -9.3% |
| 1Y | -5.3% | +46.9% | -52.2% | -8.8% |
| All | -5.3% | +44.4% | -49.7% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling