-2.6%
AGG vs AMKR
+96.3%
-98.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.1% |
| 7D | -1.1% | +8.3% | -9.3% | -1.1% |
| 30D | -1.1% | -6.8% | +5.6% | -1.1% |
| 3M | -1.9% | -31.9% | +30.0% | -1.7% |
| 6M | -1.7% | +18.4% | -20.1% | -2.1% |
| YTD | -1.3% | +31.7% | -33.0% | -1.8% |
| 1Y | -0.7% | +105.2% | -106.0% | -1.8% |
| 3Y | +12.5% | +147.7% | -135.3% | +10.5% |
| All | -2.6% | +96.3% | -98.9% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling