+12,368.9%
AMGN vs ARWR
-98.3%
+12,467.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -2.2% | -19.9% | +17.8% | -2.1% |
| 30D | +12.1% | -18.7% | +30.8% | +12.2% |
| 3M | +13.6% | -44.7% | +58.3% | +13.9% |
| 6M | +43.9% | -36.5% | +80.4% | +44.1% |
| YTD | +45.9% | -25.7% | +71.6% | +46.0% |
| 1Y | +42.1% | +18.9% | +23.2% | +42.0% |
| 3Y | +91.6% | +83.1% | +8.5% | +90.9% |
| 5Y | +158.5% | -34.9% | +193.4% | +158.0% |
| 10Y | +323.2% | +1,080.9% | -757.6% | +319.2% |
| All | +12,368.9% | -98.3% | +12,467.2% | +12,703.6% |
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