+443.9%
AME vs ARWR
+921.6%
-477.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.3% | +19.5% | +5.6% |
| 7D | -1.5% | -17.3% | +15.8% | 0.0% |
| 30D | -4.2% | -21.5% | +17.4% | -2.2% |
| 3M | -5.9% | -43.8% | +37.9% | -1.2% |
| 6M | +2.8% | -32.3% | +35.1% | +5.7% |
| YTD | +16.6% | -25.8% | +42.4% | +18.5% |
| 1Y | +22.1% | +25.5% | -3.4% | +17.6% |
| 3Y | +64.7% | +84.1% | -19.5% | +46.8% |
| 5Y | +76.6% | -39.2% | +115.8% | +68.4% |
| 10Y | +443.9% | +1,072.4% | -628.5% | +330.2% |
| All | +443.9% | +921.6% | -477.7% | +330.2% |
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