-97.7%
AMC vs ARWR
+537.7%
-635.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.8% | -5.7% | -11.6% |
| 7D | 0.0% | -5.0% | +5.0% | +0.8% |
| 30D | +4.4% | -6.6% | +11.0% | +5.5% |
| 3M | +15.4% | -33.9% | +49.2% | +21.7% |
| 6M | +93.7% | -23.3% | +117.0% | +98.6% |
| YTD | +97.4% | -13.5% | +110.9% | +98.2% |
| 1Y | +23.2% | +42.5% | -19.3% | +14.4% |
| 3Y | -71.3% | +104.1% | -175.4% | -76.0% |
| 5Y | -99.3% | -28.8% | -70.4% | -99.3% |
| 10Y | -98.7% | +911.6% | -1,010.3% | -99.1% |
| All | -97.7% | +537.7% | -635.5% | -98.5% |
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