+273.3%
AMKR vs ACM
+230.8%
+42.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.0% |
| 7D | 0.0% | -3.7% | +3.7% | +2.2% |
| 30D | -11.1% | -11.1% | 0.0% | -6.3% |
| 3M | -35.2% | -8.0% | -27.2% | -34.1% |
| 6M | +4.9% | -29.7% | +34.5% | +24.9% |
| YTD | +21.6% | -29.4% | +51.0% | +43.7% |
| 1Y | +98.0% | -46.4% | +144.5% | +174.4% |
| 3Y | +77.8% | -22.3% | +100.2% | +97.4% |
| 5Y | +79.9% | +4.5% | +75.4% | +68.9% |
| 10Y | +456.9% | +127.6% | +329.2% | +226.5% |
| All | +273.3% | +230.8% | +42.5% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling