+325.7%
AMGN vs ARWR
+1,024.2%
-698.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.1% | -17.8% | +19.0% | +2.7% |
| 30D | +9.3% | -18.1% | +27.4% | +11.0% |
| 3M | +12.1% | -44.2% | +56.3% | +17.3% |
| 6M | +40.3% | -38.6% | +78.9% | +45.2% |
| YTD | +45.2% | -28.0% | +73.2% | +47.7% |
| 1Y | +42.4% | +16.1% | +26.3% | +38.5% |
| 3Y | +91.0% | +84.0% | +7.1% | +72.7% |
| 5Y | +157.4% | -35.4% | +192.8% | +145.8% |
| All | +325.7% | +1,024.2% | -698.6% | +213.7% |
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