+820.4%
AEP vs AMKR
+342.0%
+478.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.4% | +0.5% |
| 7D | +2.0% | +11.1% | -9.1% | +1.6% |
| 30D | +0.5% | -8.1% | +8.6% | +0.8% |
| 3M | -0.3% | -25.6% | +25.3% | +0.3% |
| 6M | -3.5% | +22.5% | -26.0% | -5.2% |
| YTD | +11.3% | +29.1% | -17.8% | +8.8% |
| 1Y | +20.2% | +105.7% | -85.5% | +14.8% |
| 3Y | +79.8% | +133.2% | -53.4% | +68.5% |
| 5Y | +65.6% | +98.5% | -33.0% | +54.6% |
| 10Y | +169.3% | +490.6% | -321.3% | +131.3% |
| All | +820.4% | +342.0% | +478.4% | +581.1% |
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