+192.5%
AMKR vs AA
+24.3%
+168.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -2.0% |
| 7D | +10.0% | +0.5% | +9.5% | +9.9% |
| 30D | -19.4% | -0.6% | -18.8% | -18.9% |
| 3M | -37.4% | -19.7% | -17.7% | -30.8% |
| 6M | -51.5% | -41.6% | -9.9% | -39.1% |
| YTD | -8.1% | -24.6% | +16.5% | +1.8% |
| 1Y | +13.8% | +4.9% | +8.9% | +8.9% |
| 3Y | +59.4% | +66.8% | -7.4% | +16.7% |
| 5Y | +65.9% | -19.4% | +85.3% | +46.3% |
| 10Y | +238.6% | +43.1% | +195.5% | +74.6% |
| All | +192.5% | +24.3% | +168.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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