+5,319.2%
AMD vs ARWR
-97.0%
+5,416.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +2.6% | +1.7% | +0.9% | +2.5% |
| 30D | -0.9% | -0.7% | -0.3% | -0.9% |
| 3M | -8.7% | +14.9% | -23.6% | -8.9% |
| 6M | +136.3% | +32.6% | +103.7% | +135.4% |
| YTD | +123.0% | +30.0% | +92.9% | +122.1% |
| 1Y | +195.2% | +208.4% | -13.2% | +190.4% |
| 3Y | +336.3% | +208.8% | +127.5% | +327.5% |
| 5Y | +334.5% | +27.8% | +306.7% | +329.3% |
| 10Y | +6,259.1% | +1,107.6% | +5,151.6% | +5,972.7% |
| All | +5,319.2% | -97.0% | +5,416.3% | +5,113.5% |
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