+319.0%
AMKR vs AFL
+2,341.0%
-2,022.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.1% |
| 7D | +8.3% | -1.6% | +9.9% | +9.1% |
| 30D | -6.8% | -4.0% | -2.7% | -5.0% |
| 3M | -31.9% | -0.5% | -31.4% | -32.6% |
| 6M | +18.4% | +6.5% | +11.8% | +12.6% |
| YTD | +31.7% | +6.2% | +25.5% | +25.1% |
| 1Y | +105.2% | +8.3% | +97.0% | +91.9% |
| 3Y | +147.7% | +62.5% | +85.2% | +85.3% |
| 5Y | +99.4% | +136.2% | -36.8% | +23.7% |
| 10Y | +539.7% | +301.4% | +238.3% | +210.6% |
| All | +319.0% | +2,341.0% | -2,022.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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