-98.1%
AMC vs ARWR
+858.3%
-956.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +2.3% | +1.7% | +0.6% | +2.1% |
| 30D | -0.7% | -0.7% | -0.1% | -0.7% |
| 3M | +35.2% | +14.9% | +20.3% | +31.8% |
| 6M | +124.6% | +32.6% | +91.9% | +113.6% |
| YTD | +69.9% | +30.0% | +39.8% | +61.7% |
| 1Y | -2.6% | +208.4% | -210.9% | -18.9% |
| 3Y | -79.8% | +208.8% | -288.6% | -84.1% |
| 5Y | -99.4% | +27.8% | -127.2% | -99.5% |
| 10Y | -98.9% | +1,107.6% | -1,206.4% | -99.3% |
| All | -98.1% | +858.3% | -956.3% | -98.8% |
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 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