+96.4%
AGG vs AMKR
+260.9%
-164.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.7% |
| 7D | -0.9% | +5.5% | -6.4% | -0.9% |
| 30D | -1.0% | -8.6% | +7.7% | -1.0% |
| 3M | -1.3% | -28.7% | +27.4% | -1.3% |
| 6M | -2.1% | +13.3% | -15.4% | -2.0% |
| YTD | -1.2% | +26.1% | -27.3% | -1.2% |
| 1Y | -0.5% | +101.2% | -101.7% | -0.4% |
| 3Y | +12.4% | +127.7% | -115.3% | +12.6% |
| 5Y | -2.4% | +90.9% | -93.3% | -2.2% |
| 10Y | +14.3% | +512.5% | -498.2% | +15.3% |
| All | +96.4% | +260.9% | -164.5% | +99.8% |
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 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