+103.4%
AMGN vs AMKR
+96.3%
+7.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.8% | -1.5% |
| 7D | -13.7% | +8.3% | -22.0% | -14.1% |
| 30D | -8.8% | -6.8% | -2.0% | -8.6% |
| 3M | +7.2% | -31.9% | +39.1% | +8.7% |
| 6M | +1.3% | +18.4% | -17.1% | -2.5% |
| YTD | +17.6% | +31.7% | -14.0% | +11.8% |
| 1Y | +37.2% | +105.2% | -68.1% | +24.6% |
| 3Y | +57.7% | +147.7% | -90.0% | +38.3% |
| All | +103.4% | +96.3% | +7.1% | +75.3% |
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