+252.0%
AMKR vs ARMK
+131.1%
+120.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.7% |
| 7D | +21.7% | +7.1% | +14.6% | +17.6% |
| 30D | -22.0% | -1.6% | -20.4% | -21.0% |
| 3M | -33.1% | -10.5% | -22.6% | -28.6% |
| 6M | -49.3% | +11.8% | -61.1% | -51.9% |
| YTD | -5.5% | +47.3% | -52.8% | -22.3% |
| 1Y | +8.4% | +41.5% | -33.0% | -9.1% |
| 3Y | +62.7% | +95.3% | -32.6% | +13.9% |
| 5Y | +70.5% | +108.1% | -37.7% | +15.8% |
| All | +252.0% | +131.1% | +120.9% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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