+67.7%
AMKR vs ADVB
-97.5%
+165.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.2% | +3.4% | +7.5% |
| 7D | -16.9% | -13.9% | -3.0% | -16.4% |
| 30D | -37.2% | -68.1% | +30.9% | -35.0% |
| 3M | -39.3% | -73.4% | +34.1% | -37.1% |
| 6M | -57.4% | -70.8% | +13.4% | -56.1% |
| YTD | -16.5% | -66.1% | +49.6% | -15.2% |
| 1Y | -6.0% | -77.5% | +71.5% | -2.9% |
| All | +67.7% | -97.5% | +165.2% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling