-33.1%
BAX vs ARWR
+1,024.2%
-1,057.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.2% |
| 7D | +0.1% | -17.8% | +17.9% | +1.4% |
| 30D | +4.1% | -18.1% | +22.2% | +5.5% |
| 3M | -4.5% | -44.2% | +39.6% | -0.6% |
| 6M | +49.2% | -38.6% | +87.9% | +53.8% |
| YTD | +35.2% | -28.0% | +63.3% | +37.2% |
| 1Y | +38.3% | +16.1% | +22.1% | +34.7% |
| 3Y | -19.0% | +84.0% | -103.0% | -26.5% |
| 5Y | -64.2% | -35.4% | -28.8% | -66.0% |
| All | -33.1% | +1,024.2% | -1,057.4% | -47.1% |
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 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