+23,634.1%
AMAT vs ARWR
-97.9%
+23,732.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.8% | -3.3% |
| 7D | -11.2% | +2.4% | -13.6% | -11.2% |
| 30D | -31.9% | -1.1% | -30.8% | -31.9% |
| 3M | -32.3% | -31.2% | -1.2% | -32.2% |
| 6M | -5.4% | -19.3% | +13.9% | -5.3% |
| YTD | +44.3% | -7.1% | +51.4% | +44.3% |
| 1Y | +61.4% | +62.9% | -1.5% | +60.7% |
| 3Y | +170.6% | +119.0% | +51.6% | +168.1% |
| 5Y | +156.4% | -24.4% | +180.8% | +155.4% |
| 10Y | +1,356.4% | +985.4% | +371.0% | +1,327.1% |
| All | +23,634.1% | -97.9% | +23,732.0% | +29,128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling