+431.3%
AME vs ARWR
+1,055.7%
-624.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.1% | -17.7% | +13.6% | -2.6% |
| 30D | -4.1% | -21.9% | +17.8% | -2.1% |
| 3M | -5.6% | -44.5% | +38.9% | -0.8% |
| 6M | +2.8% | -32.6% | +35.4% | +5.8% |
| YTD | +16.6% | -26.2% | +42.8% | +18.6% |
| 1Y | +21.1% | +23.0% | -1.9% | +16.9% |
| 3Y | +61.1% | +81.8% | -20.7% | +43.7% |
| 5Y | +76.6% | -36.0% | +112.6% | +67.7% |
| 10Y | +431.3% | +1,039.5% | -608.2% | +319.9% |
| All | +431.3% | +1,055.7% | -624.3% | +319.9% |
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