+150.6%
AMKR vs ABCL
-79.6%
+230.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -8.4% | +2.3% | -10.7% | -8.6% |
| 30D | -29.8% | -0.7% | -29.1% | -29.5% |
| 3M | -34.7% | +33.4% | -68.1% | -38.7% |
| 6M | -54.9% | +137.8% | -192.7% | -63.9% |
| YTD | -12.3% | +264.3% | -276.6% | -36.7% |
| 1Y | -1.4% | +209.2% | -210.6% | -26.5% |
| 3Y | +51.1% | +208.4% | -157.3% | +4.7% |
| 5Y | +62.6% | -11.9% | +74.5% | +33.4% |
| All | +150.6% | -79.6% | +230.2% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling