+883.7%
BAH vs ARWR
+870.1%
+13.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.2% | +1.7% | -4.9% | -3.3% |
| 30D | +2.0% | -0.7% | +2.7% | +2.0% |
| 3M | -7.6% | +14.9% | -22.5% | -8.5% |
| 6M | -5.7% | +32.6% | -38.3% | -7.4% |
| YTD | -11.7% | +30.0% | -41.8% | -13.4% |
| 1Y | -27.4% | +208.4% | -235.7% | -32.2% |
| 3Y | -32.5% | +208.8% | -241.3% | -38.5% |
| 5Y | -3.3% | +27.8% | -31.1% | -9.5% |
| 10Y | +186.0% | +1,107.6% | -921.6% | +128.8% |
| All | +883.7% | +870.1% | +13.6% | +660.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling