+20,412.0%
AMAT vs ARWR
-98.0%
+20,510.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.8% | -6.8% | -13.5% |
| 7D | -24.3% | -5.0% | -19.3% | -24.3% |
| 30D | -39.8% | -6.6% | -33.2% | -39.8% |
| 3M | -40.2% | -33.9% | -6.3% | -40.0% |
| 6M | -22.1% | -23.3% | +1.2% | -22.0% |
| YTD | +24.7% | -13.5% | +38.1% | +24.8% |
| 1Y | +33.3% | +42.5% | -9.3% | +32.8% |
| 3Y | +133.9% | +104.1% | +29.7% | +131.9% |
| 5Y | +117.1% | -28.8% | +145.9% | +116.3% |
| 10Y | +1,158.7% | +911.6% | +247.0% | +1,134.1% |
| All | +20,412.0% | -98.0% | +20,510.0% | +25,176.3% |
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 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