+424.3%
AME vs ARWR
+1,075.6%
-651.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +2.8% | +2.9% | -0.1% | +2.5% |
| 30D | -6.3% | -2.9% | -3.4% | -6.0% |
| 3M | +5.4% | +15.2% | -9.8% | +3.7% |
| 6M | +7.4% | +42.3% | -34.8% | +3.6% |
| YTD | +16.2% | +28.2% | -12.0% | +12.8% |
| 1Y | +26.8% | +213.2% | -186.4% | +13.0% |
| 3Y | +57.5% | +184.6% | -127.1% | +35.9% |
| 5Y | +84.8% | +29.2% | +55.6% | +65.6% |
| 10Y | +424.3% | +1,012.5% | -588.2% | +309.3% |
| All | +424.3% | +1,075.6% | -651.3% | +309.3% |
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