+286.9%
AMKR vs ARWR
+165.7%
+121.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -11.1% | -0.7% | -10.5% | -11.1% |
| 3M | -35.2% | +14.9% | -50.0% | -35.3% |
| 6M | +4.9% | +32.6% | -27.7% | +4.3% |
| YTD | +21.6% | +30.0% | -8.5% | +20.9% |
| 1Y | +98.0% | +208.4% | -110.3% | +93.9% |
| 3Y | +77.8% | +208.8% | -131.0% | +73.2% |
| 5Y | +79.9% | +27.8% | +52.1% | +76.9% |
| 10Y | +456.9% | +1,107.6% | -650.7% | +426.6% |
| All | +286.9% | +165.7% | +121.3% | +288.0% |
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