+16,667.8%
AME vs ARWR
-97.0%
+16,764.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | +1.7% | -1.1% | +0.6% |
| 30D | -6.7% | -0.7% | -6.0% | -6.7% |
| 3M | +4.1% | +14.9% | -10.8% | +4.0% |
| 6M | +1.6% | +32.6% | -31.0% | +1.5% |
| YTD | +16.1% | +30.0% | -13.9% | +16.0% |
| 1Y | +27.3% | +208.4% | -181.0% | +26.9% |
| 3Y | +50.9% | +208.8% | -157.9% | +50.2% |
| 5Y | +81.4% | +27.8% | +53.6% | +80.8% |
| 10Y | +417.0% | +1,107.6% | -690.6% | +414.1% |
| All | +16,667.8% | -97.0% | +16,764.8% | +20,723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling