+22.6%
BAC vs ARWR
-34.9%
+57.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +3.2% | -17.8% | +21.1% | +5.3% |
| 30D | -0.7% | -18.1% | +17.4% | +1.3% |
| 3M | -20.0% | -44.2% | +24.2% | -15.0% |
| 6M | +3.4% | -38.6% | +42.1% | +8.2% |
| YTD | -5.7% | -28.0% | +22.3% | -3.8% |
| 1Y | -1.4% | +16.1% | -17.6% | -5.6% |
| 3Y | +97.9% | +84.0% | +13.9% | +67.2% |
| All | +22.6% | -34.9% | +57.4% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling