-13.5%
AMT vs ARWR
-34.9%
+21.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.9% |
| 7D | +1.5% | -17.8% | +19.4% | +3.1% |
| 30D | +6.8% | -18.1% | +25.0% | +8.5% |
| 3M | +11.2% | -44.2% | +55.4% | +16.6% |
| 6M | +12.5% | -38.6% | +51.1% | +16.5% |
| YTD | +12.5% | -28.0% | +40.5% | +14.2% |
| 1Y | +10.1% | +16.1% | -6.0% | +6.1% |
| 3Y | +16.0% | +84.0% | -68.0% | +1.0% |
| All | -13.5% | -34.9% | +21.4% | -19.1% |
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