+1,783.7%
ADP vs AMKR
+316.3%
+1,467.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.3% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +2.8% | -11.1% | +13.9% | +3.8% |
| 3M | +20.9% | -35.2% | +56.1% | +24.1% |
| 6M | +29.9% | +4.9% | +25.0% | +25.0% |
| YTD | +9.6% | +21.6% | -11.9% | +3.1% |
| 1Y | -5.3% | +98.0% | -103.3% | -16.4% |
| 3Y | +16.5% | +77.8% | -61.4% | +1.0% |
| 5Y | +49.4% | +79.9% | -30.5% | +26.9% |
| 10Y | +282.2% | +456.9% | -174.7% | +171.3% |
| All | +1,783.7% | +316.3% | +1,467.4% | +881.2% |
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