+87.1%
AMDL vs ARWR
+74.1%
+13.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | -15.3% | +42.1% | +34.7% |
| 7D | +10.3% | -17.3% | +27.6% | +21.0% |
| 30D | -38.3% | -21.5% | -16.7% | -30.0% |
| 3M | -8.7% | -43.8% | +35.1% | +22.0% |
| 6M | -14.4% | -32.3% | +17.9% | +3.8% |
| YTD | +206.9% | -25.8% | +232.8% | +256.1% |
| 1Y | +144.4% | +25.5% | +118.9% | +109.2% |
| All | +87.1% | +74.1% | +13.0% | +10.3% |
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