-20.9%
BAX vs ARWR
+105.6%
-126.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +12.1% | -2.9% | +15.0% | +12.4% |
| 30D | +7.6% | -5.4% | +13.0% | +8.1% |
| 3M | -4.5% | -32.2% | +27.8% | -1.4% |
| 6M | +52.0% | -26.5% | +78.5% | +55.2% |
| YTD | +35.1% | -12.4% | +47.5% | +35.0% |
| 1Y | +43.7% | +46.9% | -3.2% | +35.9% |
| 3Y | -20.9% | +116.0% | -136.9% | -32.2% |
| All | -20.9% | +105.6% | -126.5% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling