+122.5%
AMP vs ARWR
+29.9%
+92.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.5% | -4.0% | +3.5% | 0.0% |
| 30D | -1.3% | -5.0% | +3.7% | -0.7% |
| 3M | +24.2% | +11.3% | +12.9% | +21.9% |
| 6M | +24.6% | +42.6% | -18.0% | +17.7% |
| YTD | +14.8% | +24.8% | -10.0% | +10.2% |
| 1Y | +12.8% | +178.8% | -166.0% | -4.2% |
| 3Y | +69.0% | +183.3% | -114.4% | +32.9% |
| All | +122.5% | +29.9% | +92.5% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling