+564.4%
AMP vs ARWR
+1,080.6%
-516.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | -4.3% | +2.3% | -1.6% |
| 30D | -1.7% | -7.3% | +5.6% | -0.9% |
| 3M | +23.2% | +17.0% | +6.2% | +20.4% |
| 6M | +22.2% | +39.8% | -17.6% | +16.5% |
| YTD | +14.0% | +24.7% | -10.7% | +9.9% |
| 1Y | +14.0% | +186.5% | -172.5% | -1.2% |
| 3Y | +67.0% | +176.8% | -109.8% | +37.7% |
| 5Y | +123.2% | +29.3% | +93.9% | +93.3% |
| All | +564.4% | +1,080.6% | -516.2% | +376.3% |
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