+14.6%
AMCR vs ARWR
+1,081.9%
-1,067.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -6.3% | -4.0% | -2.2% | -6.0% |
| 30D | -7.8% | -5.0% | -2.8% | -7.5% |
| 3M | +7.5% | +11.3% | -3.8% | +6.4% |
| 6M | +2.7% | +42.6% | -39.9% | -0.4% |
| YTD | +6.0% | +24.8% | -18.8% | +3.6% |
| 1Y | +7.8% | +178.8% | -171.0% | -1.4% |
| 3Y | +5.8% | +183.3% | -177.6% | -6.5% |
| 5Y | -11.6% | +29.5% | -41.1% | -19.8% |
| All | +14.6% | +1,081.9% | -1,067.3% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling