-19.3%
BAX vs ARWR
+77.5%
-96.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.9% |
| 7D | +0.4% | -17.9% | +18.3% | +1.9% |
| 30D | +3.4% | -18.9% | +22.3% | +5.1% |
| 3M | -4.5% | -46.0% | +41.5% | +0.4% |
| 6M | +44.0% | -40.3% | +84.4% | +49.5% |
| YTD | +34.9% | -29.0% | +63.9% | +36.9% |
| 1Y | +37.9% | +13.8% | +24.1% | +33.0% |
| All | -19.3% | +77.5% | -96.7% | -29.8% |
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 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