-64.2%
BAX vs ARWR
-34.9%
-29.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | +0.1% | -17.8% | +17.9% | +1.8% |
| 30D | +4.1% | -18.1% | +22.2% | +5.9% |
| 3M | -4.5% | -44.2% | +39.6% | +0.7% |
| 6M | +49.2% | -38.6% | +87.9% | +55.3% |
| YTD | +35.2% | -28.0% | +63.3% | +37.6% |
| 1Y | +38.3% | +16.1% | +22.1% | +32.9% |
| 3Y | -19.0% | +84.0% | -103.0% | -30.3% |
| All | -64.2% | -34.9% | -29.3% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling