-18.5%
AMRZ vs ARWR
+282.6%
-301.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.0% |
| 7D | +1.2% | -2.9% | +4.1% | +1.5% |
| 30D | +15.1% | -5.4% | +20.5% | +15.7% |
| 3M | -18.1% | -32.2% | +14.2% | -14.7% |
| 6M | -23.5% | -26.5% | +3.1% | -21.4% |
| YTD | -21.6% | -12.4% | -9.2% | -21.5% |
| 1Y | -14.7% | +46.9% | -61.6% | -19.7% |
| All | -18.5% | +282.6% | -301.1% | -33.3% |
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