-36.8%
BAX vs ARWR
+906.2%
-943.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | +12.1% | -2.9% | +15.0% | +12.4% |
| 30D | +7.6% | -5.4% | +13.0% | +8.0% |
| 3M | -4.5% | -32.2% | +27.8% | -1.8% |
| 6M | +52.0% | -26.5% | +78.5% | +54.7% |
| YTD | +35.1% | -12.4% | +47.5% | +35.3% |
| 1Y | +43.7% | +46.9% | -3.2% | +37.8% |
| 3Y | -20.9% | +116.0% | -136.9% | -29.0% |
| 5Y | -63.5% | -28.0% | -35.6% | -65.7% |
| All | -36.8% | +906.2% | -943.1% | -51.2% |
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