+124.5%
AMT vs ARWR
+921.6%
-797.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.3% | +15.4% | +1.2% |
| 7D | +0.4% | -17.3% | +17.7% | +1.6% |
| 30D | +3.7% | -21.5% | +25.2% | +5.3% |
| 3M | +10.7% | -43.8% | +54.5% | +14.9% |
| 6M | +9.3% | -32.3% | +41.5% | +11.5% |
| YTD | +10.9% | -25.8% | +36.8% | +12.2% |
| 1Y | +10.5% | +25.5% | -15.0% | +7.2% |
| 3Y | +15.5% | +84.1% | -68.6% | +5.5% |
| 5Y | -20.6% | -39.2% | +18.6% | -23.8% |
| 10Y | +124.5% | +1,072.4% | -947.8% | +81.5% |
| All | +124.5% | +921.6% | -797.0% | +81.5% |
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