+87.4%
BAC vs ARWR
+105.6%
-18.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.2% |
| 3M | -21.2% | -32.2% | +11.1% | -18.4% |
| 6M | -6.8% | -26.5% | +19.7% | -4.8% |
| YTD | -8.7% | -12.4% | +3.7% | -8.7% |
| 1Y | -5.3% | +46.9% | -52.2% | -10.3% |
| 3Y | +87.4% | +116.0% | -28.5% | +59.5% |
| All | +87.4% | +105.6% | -18.1% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling