+60.0%
AMKR vs ABCL
+196.9%
-136.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.2% | +1.4% | +5.4% |
| 7D | -5.3% | +12.4% | -17.7% | -7.7% |
| 30D | -28.7% | -0.4% | -28.4% | -28.4% |
| 3M | -36.6% | +80.4% | -116.9% | -45.6% |
| 6M | -54.2% | +138.5% | -192.7% | -64.3% |
| YTD | -10.9% | +265.5% | -276.4% | -38.9% |
| 1Y | +1.3% | +219.7% | -218.4% | -28.2% |
| 3Y | +60.0% | +209.4% | -149.4% | +5.2% |
| All | +60.0% | +196.9% | -136.9% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling