+170.5%
AEP vs AMKR
+547.1%
-376.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -0.2% |
| 7D | -0.9% | +8.3% | -9.2% | -1.1% |
| 30D | -1.1% | -6.8% | +5.7% | -1.0% |
| 3M | -3.3% | -31.9% | +28.7% | -2.8% |
| 6M | -4.6% | +18.4% | -23.0% | -5.6% |
| YTD | +9.4% | +31.7% | -22.3% | +7.9% |
| 1Y | +16.9% | +105.2% | -88.3% | +13.6% |
| 3Y | +76.6% | +147.7% | -71.1% | +68.1% |
| 5Y | +66.2% | +99.4% | -33.2% | +57.7% |
| All | +170.5% | +547.1% | -376.6% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling