+159.1%
AMKR vs ADVB
-88.8%
+247.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +6.3% |
| 7D | +11.1% | -14.0% | +25.1% | +11.5% |
| 30D | -8.1% | +41.0% | -49.0% | -9.1% |
| 3M | -25.6% | +127.9% | -153.5% | -27.6% |
| 6M | +22.5% | +101.3% | -78.9% | +17.2% |
| YTD | +29.1% | +53.8% | -24.7% | +25.6% |
| 1Y | +105.7% | +4.4% | +101.3% | +101.0% |
| All | +159.1% | -88.8% | +247.9% | +199.4% |
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