-3.1%
BAC vs ARWR
+20.0%
-23.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +2.1% | -17.7% | +19.7% | +3.4% |
| 30D | -6.7% | -21.9% | +15.2% | -5.1% |
| 3M | -20.2% | -44.5% | +24.3% | -16.9% |
| 6M | -0.2% | -32.6% | +32.4% | +1.8% |
| YTD | -6.4% | -26.2% | +19.8% | -5.9% |
| 1Y | -3.1% | +23.0% | -26.1% | -5.5% |
| All | -3.1% | +20.0% | -23.1% | -5.5% |
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