-99.9%
AMIX vs ARWR
+50.2%
-150.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.0% |
| 7D | +11.4% | -17.7% | +29.1% | +16.3% |
| 30D | -40.5% | -21.9% | -18.6% | -37.1% |
| 3M | -80.1% | -44.5% | -35.6% | -76.8% |
| 6M | -74.8% | -32.6% | -42.2% | -71.1% |
| YTD | -84.0% | -26.2% | -57.8% | -81.8% |
| 1Y | -89.7% | +23.0% | -112.7% | -89.0% |
| All | -99.9% | +50.2% | -150.1% | -99.9% |
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 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