+162.6%
AMKR vs ABCL
-81.2%
+243.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +10.0% | -3.3% | +13.3% | +10.7% |
| 30D | -19.4% | -7.1% | -12.3% | -17.9% |
| 3M | -37.4% | +4.7% | -42.1% | -38.2% |
| 6M | -51.5% | +140.9% | -192.3% | -61.3% |
| YTD | -8.1% | +236.0% | -244.1% | -32.6% |
| 1Y | +13.8% | +217.4% | -203.6% | -15.7% |
| 3Y | +59.4% | +188.7% | -129.3% | +12.0% |
| 5Y | +65.9% | -23.5% | +89.4% | +39.4% |
| All | +162.6% | -81.2% | +243.7% | +142.1% |
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