+16,831.4%
AME vs ARWR
-98.3%
+16,929.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.6% |
| 7D | +1.1% | -19.9% | +21.0% | +1.2% |
| 30D | -4.1% | -18.7% | +14.6% | -4.0% |
| 3M | -6.3% | -44.7% | +38.3% | -6.2% |
| 6M | +3.5% | -36.5% | +40.1% | +3.7% |
| YTD | +17.3% | -25.7% | +42.9% | +17.3% |
| 1Y | +22.0% | +18.9% | +3.1% | +21.9% |
| 3Y | +62.0% | +83.1% | -21.1% | +61.5% |
| 5Y | +78.5% | -34.9% | +113.4% | +78.2% |
| 10Y | +441.6% | +1,080.9% | -639.2% | +439.4% |
| All | +16,831.4% | -98.3% | +16,929.7% | +20,956.9% |
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 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