+169.9%
AMKR vs ABCL
-81.0%
+250.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.0% |
| 7D | +21.7% | +4.4% | +17.3% | +20.6% |
| 30D | -22.0% | -7.9% | -14.2% | -20.4% |
| 3M | -33.1% | +12.2% | -45.3% | -35.0% |
| 6M | -49.3% | +134.7% | -184.1% | -59.4% |
| YTD | -5.5% | +239.8% | -245.3% | -30.9% |
| 1Y | +8.4% | +192.7% | -184.3% | -18.3% |
| 3Y | +62.7% | +187.6% | -124.9% | +14.3% |
| 5Y | +70.5% | -22.6% | +93.1% | +42.9% |
| All | +169.9% | -81.0% | +250.9% | +148.3% |
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