+613.1%
AMKR vs ARMK
+328.3%
+284.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +10.0% | +2.7% | +7.4% | +8.6% |
| 30D | -19.4% | -1.5% | -18.0% | -18.4% |
| 3M | -37.4% | -11.6% | -25.8% | -32.9% |
| 6M | -51.5% | +6.7% | -58.2% | -52.8% |
| YTD | -8.1% | +47.4% | -55.5% | -24.1% |
| 1Y | +13.8% | +41.5% | -27.7% | -4.2% |
| 3Y | +59.4% | +95.5% | -36.1% | +12.6% |
| 5Y | +65.9% | +108.4% | -42.5% | +13.8% |
| 10Y | +238.6% | +132.3% | +106.3% | +107.0% |
| All | +613.1% | +328.3% | +284.9% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling