-14.7%
AMRZ vs ARWR
+468.0%
-482.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | -16.9% | -0.7% | -16.3% | -16.9% |
| 3M | -19.2% | +14.9% | -34.1% | -20.7% |
| 6M | -29.3% | +32.6% | -61.9% | -32.0% |
| YTD | -18.0% | +30.0% | -48.0% | -21.1% |
| 1Y | -15.1% | +208.4% | -223.4% | -26.5% |
| All | -14.7% | +468.0% | -482.7% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling