+1,425.2%
AMAT vs ARWR
+1,021.8%
+403.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.3% | +5.9% |
| 7D | +7.0% | -19.9% | +26.9% | +10.5% |
| 30D | -20.6% | -18.7% | -1.9% | -18.1% |
| 3M | -24.8% | -44.7% | +19.9% | -17.7% |
| 6M | -10.7% | -36.5% | +25.8% | -5.0% |
| YTD | +54.3% | -25.7% | +79.9% | +59.2% |
| 1Y | +73.7% | +18.9% | +54.8% | +64.9% |
| 3Y | +168.4% | +83.1% | +85.3% | +122.1% |
| 5Y | +167.6% | -34.9% | +202.4% | +147.8% |
| 10Y | +1,425.2% | +1,080.9% | +344.3% | +917.6% |
| All | +1,425.2% | +1,021.8% | +403.4% | +917.6% |
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 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