+781.9%
BAX vs ARWR
-97.0%
+878.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.1% | +1.7% | -2.8% | -1.2% |
| 30D | -5.5% | -0.7% | -4.8% | -5.5% |
| 3M | +33.5% | +14.9% | +18.7% | +33.5% |
| 6M | +35.9% | +32.6% | +3.2% | +35.8% |
| YTD | +35.4% | +30.0% | +5.3% | +35.3% |
| 1Y | +9.8% | +208.4% | -198.6% | +9.6% |
| 3Y | -32.7% | +208.8% | -241.5% | -32.9% |
| 5Y | -65.6% | +27.8% | -93.4% | -65.6% |
| 10Y | -34.9% | +1,107.6% | -1,142.5% | -34.9% |
| All | +781.9% | -97.0% | +878.9% | +886.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling