+1,321.9%
AMAT vs ARWR
+1,024.2%
+297.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -3.0% |
| 7D | +11.4% | -17.8% | +29.2% | +14.4% |
| 30D | -17.0% | -18.1% | +1.1% | -14.6% |
| 3M | -30.6% | -44.2% | +13.6% | -24.2% |
| 6M | -14.9% | -38.6% | +23.7% | -9.0% |
| YTD | +44.7% | -28.0% | +72.7% | +50.1% |
| 1Y | +66.9% | +16.1% | +50.8% | +59.0% |
| 3Y | +153.3% | +84.0% | +69.3% | +109.4% |
| 5Y | +146.2% | -35.4% | +181.6% | +128.5% |
| All | +1,321.9% | +1,024.2% | +297.7% | +855.6% |
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