+780.5%
BAX vs ARWR
-98.0%
+878.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | +12.1% | -2.9% | +15.0% | +12.1% |
| 30D | +7.6% | -5.4% | +13.0% | +7.6% |
| 3M | -4.5% | -32.2% | +27.8% | -4.4% |
| 6M | +52.0% | -26.5% | +78.5% | +52.1% |
| YTD | +35.1% | -12.4% | +47.5% | +35.1% |
| 1Y | +43.7% | +46.9% | -3.2% | +43.6% |
| 3Y | -20.9% | +116.0% | -136.9% | -21.1% |
| 5Y | -63.5% | -28.0% | -35.6% | -63.6% |
| 10Y | -36.0% | +923.9% | -959.9% | -36.0% |
| All | +780.5% | -98.0% | +878.5% | +885.6% |
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