+49.3%
AMKR vs ABCL
-22.9%
+72.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.7% | +0.9% | +6.0% |
| 7D | -16.9% | -3.2% | -13.7% | -16.1% |
| 30D | -37.2% | -7.4% | -29.8% | -35.9% |
| 3M | -39.3% | +81.9% | -121.2% | -48.5% |
| 6M | -57.4% | +135.7% | -193.1% | -67.0% |
| YTD | -16.5% | +247.4% | -263.8% | -42.4% |
| 1Y | -6.0% | +162.3% | -168.2% | -30.7% |
| 3Y | +46.2% | +165.5% | -119.3% | -2.0% |
| All | +49.3% | -22.9% | +72.2% | +25.1% |
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 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