+117.1%
AMAT vs ARWR
-29.8%
+146.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.8% | -6.8% | -12.1% |
| 7D | -24.3% | -5.0% | -19.3% | -23.3% |
| 30D | -39.8% | -6.6% | -33.2% | -38.8% |
| 3M | -40.2% | -33.9% | -6.3% | -34.9% |
| 6M | -22.1% | -23.3% | +1.2% | -18.6% |
| YTD | +24.7% | -13.5% | +38.1% | +26.3% |
| 1Y | +33.3% | +42.5% | -9.3% | +20.3% |
| 3Y | +133.9% | +104.1% | +29.7% | +76.0% |
| 5Y | +117.1% | -28.8% | +145.9% | +92.8% |
| All | +117.1% | -29.8% | +146.9% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling