+192.5%
AMKR vs ADM
+678.6%
-486.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.9% |
| 7D | +10.0% | +4.2% | +5.8% | +8.2% |
| 30D | -19.4% | -12.8% | -6.6% | -14.8% |
| 3M | -37.4% | -8.5% | -28.9% | -35.5% |
| 6M | -51.5% | -10.9% | -40.5% | -49.6% |
| YTD | -8.1% | +29.4% | -37.5% | -19.0% |
| 1Y | +13.8% | +27.5% | -13.7% | +0.8% |
| 3Y | +59.4% | +10.3% | +49.1% | +43.3% |
| 5Y | +65.9% | +27.4% | +38.5% | +36.9% |
| 10Y | +238.6% | +134.6% | +104.0% | +116.4% |
| All | +192.5% | +678.6% | -486.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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