+192.5%
AMKR vs ARWR
+47.0%
+145.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -2.7% |
| 7D | +10.0% | -17.8% | +27.9% | +10.4% |
| 30D | -19.4% | -18.1% | -1.3% | -19.2% |
| 3M | -37.4% | -44.2% | +6.8% | -36.7% |
| 6M | -51.5% | -38.6% | -12.8% | -51.1% |
| YTD | -8.1% | -28.0% | +19.9% | -7.7% |
| 1Y | +13.8% | +16.1% | -2.3% | +13.3% |
| 3Y | +59.4% | +84.0% | -24.6% | +56.7% |
| 5Y | +65.9% | -35.4% | +101.2% | +65.1% |
| 10Y | +238.6% | +1,043.1% | -804.5% | +222.1% |
| All | +192.5% | +47.0% | +145.5% | +196.4% |
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