+196.6%
AMD vs ARWR
-29.8%
+226.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.8% | -10.5% | -15.4% |
| 7D | -28.6% | -5.0% | -23.6% | -27.3% |
| 30D | -37.7% | -6.6% | -31.1% | -36.4% |
| 3M | -16.1% | -33.9% | +17.8% | -6.6% |
| 6M | +13.8% | -23.3% | +37.1% | +21.1% |
| YTD | +88.8% | -13.5% | +102.3% | +93.5% |
| 1Y | +57.8% | +42.5% | +15.2% | +39.7% |
| 3Y | +260.3% | +104.1% | +156.1% | +155.0% |
| 5Y | +196.6% | -28.8% | +225.4% | +190.5% |
| All | +196.6% | -29.8% | +226.4% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling