+59.3%
AMAT vs ARWR
+20.0%
+39.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.5% | -17.7% | +15.2% | +0.6% |
| 30D | -26.5% | -21.9% | -4.6% | -23.4% |
| 3M | -28.6% | -44.5% | +16.0% | -21.0% |
| 6M | -14.2% | -32.6% | +18.3% | -9.0% |
| YTD | +45.5% | -26.2% | +71.7% | +50.8% |
| 1Y | +59.3% | +23.0% | +36.4% | +55.3% |
| All | +59.3% | +20.0% | +39.4% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling