+62.5%
AME vs ARWR
+105.6%
-43.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.4% |
| 7D | -5.2% | -2.9% | -2.3% | -4.9% |
| 30D | -8.0% | -5.4% | -2.6% | -7.6% |
| 3M | -8.9% | -32.2% | +23.3% | -6.0% |
| 6M | -5.0% | -26.5% | +21.5% | -3.0% |
| YTD | +11.9% | -12.4% | +24.3% | +12.2% |
| 1Y | +16.6% | +46.9% | -30.2% | +11.7% |
| 3Y | +62.5% | +116.0% | -53.5% | +44.5% |
| All | +62.5% | +105.6% | -43.1% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling