+133.2%
AMKR vs ACM
-19.8%
+153.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.6% |
| 7D | +11.1% | -0.3% | +11.4% | +11.2% |
| 30D | -8.1% | -12.9% | +4.9% | -1.8% |
| 3M | -25.6% | -6.4% | -19.2% | -25.2% |
| 6M | +22.5% | -29.2% | +51.7% | +49.0% |
| YTD | +29.1% | -29.9% | +59.0% | +57.0% |
| 1Y | +105.7% | -47.3% | +153.0% | +206.0% |
| 3Y | +133.2% | -19.6% | +152.8% | +135.9% |
| All | +133.2% | -19.8% | +153.0% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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