+208.8%
BAH vs ARWR
+921.6%
-712.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.3% | +16.9% | +2.6% |
| 7D | -1.5% | -17.3% | +15.8% | -0.4% |
| 30D | +17.3% | -21.5% | +38.8% | +18.9% |
| 3M | +14.9% | -43.8% | +58.7% | +18.8% |
| 6M | +14.2% | -32.3% | +46.5% | +16.5% |
| YTD | +5.1% | -25.8% | +31.0% | +6.1% |
| 1Y | +2.1% | +25.5% | -23.4% | -0.9% |
| 3Y | -26.0% | +84.1% | -110.1% | -32.1% |
| 5Y | +9.0% | -39.2% | +48.2% | +4.8% |
| 10Y | +208.8% | +1,072.4% | -863.6% | +135.6% |
| All | +208.8% | +921.6% | -712.8% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling