+71.4%
BAC vs ARWR
+28.5%
+43.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | -0.4% | -0.7% | +0.3% | -0.4% |
| 3M | +16.9% | +14.9% | +2.0% | +14.5% |
| 6M | +26.6% | +32.6% | -6.0% | +21.5% |
| YTD | +15.8% | +30.0% | -14.3% | +11.1% |
| 1Y | +27.2% | +208.4% | -181.2% | +8.8% |
| 3Y | +132.4% | +208.8% | -76.4% | +86.3% |
| All | +71.4% | +28.5% | +43.0% | +43.5% |
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 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