+247.3%
AMKR vs ABCL
-81.3%
+328.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | 0.0% | +0.7% | -0.8% | -0.2% |
| 30D | -11.1% | +93.1% | -104.2% | -24.2% |
| 3M | -35.2% | +79.4% | -114.6% | -44.3% |
| 6M | +4.9% | +214.9% | -210.0% | -21.2% |
| YTD | +21.6% | +234.2% | -212.6% | -10.7% |
| 1Y | +98.0% | +174.8% | -76.7% | +50.6% |
| 3Y | +77.8% | +104.5% | -26.6% | +32.6% |
| 5Y | +79.9% | -39.0% | +118.9% | +54.3% |
| All | +247.3% | -81.3% | +328.6% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling