+3,891.4%
AMGN vs AMKR
+347.4%
+3,544.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -11.6% | +8.9% | -20.5% | -12.5% |
| 30D | -5.7% | -2.7% | -3.0% | -5.7% |
| 3M | +14.2% | -27.5% | +41.7% | +16.0% |
| 6M | +5.2% | +19.4% | -14.2% | +0.7% |
| YTD | +22.0% | +30.7% | -8.7% | +15.2% |
| 1Y | +43.6% | +107.9% | -64.3% | +28.4% |
| 3Y | +65.0% | +136.1% | -71.1% | +42.5% |
| 5Y | +112.0% | +96.6% | +15.4% | +82.2% |
| 10Y | +216.6% | +535.0% | -318.4% | +127.0% |
| All | +3,891.4% | +347.4% | +3,544.0% | +1,917.5% |
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 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