+216.6%
AMGN vs ARWR
+978.7%
-762.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -11.6% | -3.2% | -8.4% | -11.4% |
| 30D | -5.7% | -6.5% | +0.8% | -5.2% |
| 3M | +14.2% | +12.7% | +1.5% | +12.8% |
| 6M | +5.2% | +36.2% | -31.0% | +2.1% |
| YTD | +22.0% | +24.5% | -2.5% | +19.0% |
| 1Y | +43.6% | +198.0% | -154.3% | +30.0% |
| 3Y | +65.0% | +176.4% | -111.4% | +45.2% |
| 5Y | +112.0% | +26.6% | +85.5% | +92.6% |
| 10Y | +216.6% | +1,054.1% | -837.5% | +130.8% |
| All | +216.6% | +978.7% | -762.2% | +130.8% |
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