+132.8%
AMAT vs ARWR
+103.1%
+29.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.8% | -6.8% | -12.4% |
| 7D | -24.3% | -5.0% | -19.3% | -23.5% |
| 30D | -39.8% | -6.6% | -33.2% | -39.0% |
| 3M | -40.2% | -33.9% | -6.3% | -35.9% |
| 6M | -22.1% | -23.3% | +1.2% | -19.2% |
| YTD | +24.7% | -13.5% | +38.1% | +26.2% |
| 1Y | +33.3% | +42.5% | -9.3% | +23.5% |
| All | +132.8% | +103.1% | +29.7% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling