-27.8%
AAL vs AMKR
+1,097.9%
-1,125.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.6% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -20.8% | -11.1% | -9.7% | -17.8% |
| 3M | -1.3% | -35.2% | +33.9% | +10.0% |
| 6M | +5.4% | +4.9% | +0.5% | -4.8% |
| YTD | -14.4% | +21.6% | -35.9% | -28.6% |
| 1Y | +2.1% | +98.0% | -95.9% | -31.5% |
| 3Y | -10.6% | +77.8% | -88.4% | -41.7% |
| 5Y | -32.2% | +79.9% | -112.1% | -57.8% |
| 10Y | -62.7% | +456.9% | -519.6% | -87.5% |
| All | -27.8% | +1,097.9% | -1,125.8% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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