+273.4%
AMKR vs ABCL
-81.9%
+355.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.7% | +1.9% |
| 7D | +8.9% | -2.7% | +11.6% | +9.4% |
| 30D | -2.7% | +18.3% | -21.0% | -6.4% |
| 3M | -27.5% | +108.5% | -135.9% | -39.8% |
| 6M | +19.4% | +213.9% | -194.5% | -10.3% |
| YTD | +30.7% | +223.1% | -192.4% | -3.4% |
| 1Y | +107.9% | +160.6% | -52.7% | +59.7% |
| 3Y | +136.1% | +104.3% | +31.9% | +76.3% |
| 5Y | +96.6% | -40.0% | +136.7% | +69.4% |
| All | +273.4% | -81.9% | +355.3% | +247.1% |
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