+107.9%
AMKR vs ADVB
-3.0%
+110.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.6% | +1.3% |
| 7D | +8.9% | -13.0% | +21.9% | +9.0% |
| 30D | -2.7% | +7.5% | -10.2% | -2.9% |
| 3M | -27.5% | +129.1% | -156.6% | -26.3% |
| 6M | +19.4% | +71.7% | -52.3% | +20.2% |
| YTD | +30.7% | +45.5% | -14.8% | +32.9% |
| 1Y | +107.9% | -2.7% | +110.7% | +105.2% |
| All | +107.9% | -3.0% | +110.9% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling