+100.3%
AMCR vs ARWR
+870.2%
-769.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.1% | -1.1% |
| 7D | -4.5% | -17.9% | +13.5% | -3.6% |
| 30D | +4.9% | -18.9% | +23.7% | +5.9% |
| 3M | -4.6% | -46.0% | +41.4% | -1.7% |
| 6M | +15.2% | -40.3% | +55.5% | +17.8% |
| YTD | +9.7% | -29.0% | +38.7% | +11.1% |
| 1Y | +10.5% | +13.8% | -3.3% | +9.0% |
| 3Y | +13.8% | +74.9% | -61.1% | +7.7% |
| 5Y | -9.1% | -36.2% | +27.1% | -12.0% |
| 10Y | +18.6% | +1,028.0% | -1,009.4% | +11.3% |
| All | +100.3% | +870.2% | -769.9% | +91.5% |
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