+61.2%
AMP vs ARWR
+79.8%
-18.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +1.0% |
| 7D | +3.9% | -17.8% | +21.8% | +5.6% |
| 30D | +5.1% | -18.1% | +23.3% | +6.8% |
| 3M | -8.7% | -44.2% | +35.5% | -4.0% |
| 6M | +11.4% | -38.6% | +50.1% | +15.6% |
| YTD | +7.3% | -28.0% | +35.4% | +9.0% |
| 1Y | +14.6% | +16.1% | -1.6% | +10.4% |
| 3Y | +61.2% | +84.0% | -22.7% | +39.3% |
| All | +61.2% | +79.8% | -18.6% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling