+217.4%
AMKR vs AFRM
-25.0%
+242.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +2.3% |
| 7D | +8.9% | -8.0% | +16.9% | +10.6% |
| 30D | -2.7% | -9.8% | +7.1% | -0.9% |
| 3M | -27.5% | +4.7% | -32.1% | -28.4% |
| 6M | +19.4% | +34.1% | -14.7% | +11.7% |
| YTD | +30.7% | -8.4% | +39.1% | +31.2% |
| 1Y | +107.9% | -22.9% | +130.8% | +114.1% |
| 3Y | +136.1% | +203.3% | -67.2% | +71.5% |
| 5Y | +96.6% | -26.0% | +122.6% | +50.0% |
| All | +217.4% | -25.0% | +242.4% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling