+2,016.4%
ADP vs AMKR
+214.7%
+1,801.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | +2.2% | +10.0% | -7.9% | +1.1% |
| 30D | +10.6% | -19.4% | +30.0% | +12.3% |
| 3M | +12.9% | -37.4% | +50.3% | +17.1% |
| 6M | +50.6% | -51.5% | +102.1% | +57.4% |
| YTD | +23.2% | -8.1% | +31.3% | +18.2% |
| 1Y | +25.3% | +13.8% | +11.5% | +17.0% |
| 3Y | +47.1% | +59.4% | -12.3% | +27.9% |
| 5Y | +50.1% | +65.9% | -15.8% | +27.4% |
| 10Y | +323.6% | +238.6% | +85.1% | +213.6% |
| All | +2,016.4% | +214.7% | +1,801.7% | +1,024.1% |
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