+193.9%
BAH vs ARWR
+1,009.4%
-815.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.2% |
| 7D | -3.2% | -17.9% | +14.7% | -2.1% |
| 30D | +19.5% | -18.9% | +38.4% | +21.0% |
| 3M | +11.1% | -46.0% | +57.1% | +15.2% |
| 6M | +16.3% | -40.3% | +56.7% | +19.6% |
| YTD | +4.8% | -29.0% | +33.8% | +6.1% |
| 1Y | +4.9% | +13.8% | -8.9% | +2.5% |
| 3Y | -27.0% | +74.9% | -101.9% | -32.8% |
| 5Y | +5.7% | -36.2% | +42.0% | +1.4% |
| All | +193.9% | +1,009.4% | -815.5% | +125.2% |
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