+98.5%
AMKR vs ABCL
-39.9%
+138.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | +11.1% | +1.4% | +9.7% | +10.8% |
| 30D | -8.1% | +65.1% | -73.1% | -19.8% |
| 3M | -25.6% | +111.1% | -136.7% | -39.8% |
| 6M | +22.5% | +231.6% | -209.1% | -12.3% |
| YTD | +29.1% | +234.5% | -205.4% | -8.9% |
| 1Y | +105.7% | +174.3% | -68.6% | +51.0% |
| 3Y | +133.2% | +111.5% | +21.8% | +66.4% |
| 5Y | +98.5% | -37.3% | +135.8% | +61.7% |
| All | +98.5% | -39.9% | +138.4% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling