+112.7%
AMT vs ARWR
+906.2%
-793.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.8% |
| 7D | +0.5% | -2.9% | +3.4% | +0.7% |
| 30D | +13.6% | -5.4% | +19.0% | +14.0% |
| 3M | +11.5% | -32.2% | +43.7% | +14.4% |
| 6M | +6.9% | -26.5% | +33.4% | +8.7% |
| YTD | +10.8% | -12.4% | +23.2% | +10.9% |
| 1Y | +10.3% | +46.9% | -36.5% | +5.8% |
| 3Y | +12.4% | +116.0% | -103.6% | +1.3% |
| 5Y | -20.1% | -28.0% | +7.9% | -24.2% |
| All | +112.7% | +906.2% | -793.6% | +66.6% |
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