+123.2%
AMKR vs AFRM
-28.4%
+151.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +10.0% | -4.4% | +14.4% | +11.1% |
| 30D | -19.4% | -7.7% | -11.8% | -18.0% |
| 3M | -37.4% | -16.9% | -20.5% | -35.2% |
| 6M | -51.5% | +2.5% | -53.9% | -52.0% |
| YTD | -8.1% | -12.5% | +4.4% | -7.0% |
| 1Y | +13.8% | -11.0% | +24.8% | +14.4% |
| 3Y | +59.4% | +184.6% | -125.2% | +18.9% |
| 5Y | +65.9% | -56.3% | +122.2% | +38.3% |
| All | +123.2% | -28.4% | +151.6% | +69.5% |
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