+1,162.1%
AMAT vs ARWR
+906.2%
+255.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.0% |
| 7D | -14.7% | -2.9% | -11.8% | -14.2% |
| 30D | -36.1% | -5.4% | -30.7% | -35.4% |
| 3M | -36.9% | -32.2% | -4.6% | -32.9% |
| 6M | -22.2% | -26.5% | +4.3% | -18.9% |
| YTD | +29.9% | -12.4% | +42.3% | +31.2% |
| 1Y | +43.3% | +46.9% | -3.6% | +32.3% |
| 3Y | +142.7% | +116.0% | +26.7% | +97.2% |
| 5Y | +126.2% | -28.0% | +154.2% | +107.0% |
| All | +1,162.1% | +906.2% | +255.9% | +737.8% |
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