+501.5%
AMKR vs ARMK
+138.5%
+362.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.4% |
| 7D | +5.5% | -0.9% | +6.4% | +6.0% |
| 30D | -8.6% | -5.9% | -2.7% | -5.6% |
| 3M | -28.7% | +6.7% | -35.4% | -31.0% |
| 6M | +13.3% | +42.5% | -29.3% | -6.0% |
| YTD | +26.1% | +55.1% | -29.1% | +0.4% |
| 1Y | +101.2% | +50.3% | +50.9% | +62.4% |
| 3Y | +127.7% | +122.2% | +5.6% | +48.5% |
| 5Y | +90.9% | +155.2% | -64.3% | +17.1% |
| All | +501.5% | +138.5% | +362.9% | +278.2% |
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