+1,362.0%
AMAT vs ARWR
+1,009.4%
+352.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.9% |
| 7D | +19.3% | -17.9% | +37.3% | +22.6% |
| 30D | -17.9% | -18.9% | +0.9% | -15.4% |
| 3M | -30.4% | -46.0% | +15.5% | -23.6% |
| 6M | -11.4% | -40.3% | +28.9% | -4.8% |
| YTD | +48.8% | -29.0% | +77.7% | +54.7% |
| 1Y | +66.0% | +13.8% | +52.2% | +58.7% |
| 3Y | +158.8% | +74.9% | +83.9% | +115.7% |
| 5Y | +153.2% | -36.2% | +189.4% | +135.5% |
| All | +1,362.0% | +1,009.4% | +352.6% | +884.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling