+451.0%
AMP vs ARWR
+1,024.2%
-573.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.0% |
| 7D | +3.9% | -17.8% | +21.8% | +6.2% |
| 30D | +5.1% | -18.1% | +23.3% | +7.4% |
| 3M | -8.7% | -44.2% | +35.5% | -2.5% |
| 6M | +11.4% | -38.6% | +50.1% | +16.9% |
| YTD | +7.3% | -28.0% | +35.4% | +9.8% |
| 1Y | +14.6% | +16.1% | -1.6% | +9.6% |
| 3Y | +61.2% | +84.0% | -22.7% | +37.0% |
| 5Y | +81.0% | -35.4% | +116.4% | +68.4% |
| All | +451.0% | +1,024.2% | -573.2% | +300.8% |
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