+182.2%
AMKR vs ACM
+252.1%
-69.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | +10.0% | +5.6% | +4.4% | +6.6% |
| 30D | -19.4% | +20.8% | -40.3% | -28.1% |
| 3M | -37.4% | +11.4% | -48.8% | -42.1% |
| 6M | -51.5% | +0.9% | -52.4% | -53.6% |
| YTD | -8.1% | -24.8% | +16.7% | +4.0% |
| 1Y | +13.8% | -46.4% | +60.2% | +56.6% |
| 3Y | +59.4% | -9.2% | +68.6% | +60.4% |
| 5Y | +65.9% | +5.0% | +60.9% | +54.5% |
| 10Y | +238.6% | +130.6% | +108.0% | +96.6% |
| All | +182.2% | +252.1% | -69.9% | +19.0% |
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