+100.3%
AMCR vs ARWR
+883.1%
-782.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -2.4% | -17.8% | +15.5% | -1.5% |
| 30D | +3.6% | -18.1% | +21.7% | +4.6% |
| 3M | -4.2% | -44.2% | +40.0% | -1.5% |
| 6M | +15.5% | -38.6% | +54.2% | +18.0% |
| YTD | +9.7% | -28.0% | +37.8% | +11.0% |
| 1Y | +8.3% | +16.1% | -7.8% | +6.8% |
| 3Y | +15.4% | +84.0% | -68.6% | +8.9% |
| 5Y | -9.1% | -35.4% | +26.3% | -12.0% |
| 10Y | +18.6% | +1,043.1% | -1,024.4% | +11.2% |
| All | +100.3% | +883.1% | -782.9% | +91.4% |
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