+63.0%
AME vs ARWR
+79.8%
-16.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +5.9% | -17.8% | +23.7% | +7.4% |
| 30D | -1.9% | -18.1% | +16.2% | -0.5% |
| 3M | -5.4% | -44.2% | +38.8% | -0.9% |
| 6M | +4.9% | -38.6% | +43.6% | +8.6% |
| YTD | +18.5% | -28.0% | +46.5% | +20.5% |
| 1Y | +25.5% | +16.1% | +9.3% | +22.3% |
| 3Y | +63.0% | +84.0% | -21.0% | +47.1% |
| All | +63.0% | +79.8% | -16.8% | +47.1% |
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