+1,311.4%
AMT vs ARWR
+89.8%
+1,221.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.2% | +1.7% | -1.9% | -0.2% |
| 30D | +4.6% | -0.7% | +5.3% | +4.6% |
| 3M | -8.4% | +14.9% | -23.3% | -8.5% |
| 6M | -6.0% | +32.6% | -38.7% | -6.2% |
| YTD | +2.1% | +30.0% | -27.9% | +1.9% |
| 1Y | -6.4% | +208.4% | -214.7% | -7.0% |
| 3Y | +8.1% | +208.8% | -200.7% | +7.1% |
| 5Y | -31.9% | +27.8% | -59.7% | -32.4% |
| 10Y | +97.1% | +1,107.6% | -1,010.4% | +93.5% |
| All | +1,311.4% | +89.8% | +1,221.6% | +1,397.1% |
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 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