+113.1%
AMKR vs AFRM
-27.4%
+140.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -0.9% |
| 7D | -8.4% | -8.4% | 0.0% | -6.7% |
| 30D | -29.8% | -18.3% | -11.5% | -26.9% |
| 3M | -34.7% | -12.7% | -22.0% | -33.2% |
| 6M | -54.9% | +3.0% | -57.9% | -55.4% |
| YTD | -12.3% | -11.4% | -0.9% | -11.5% |
| 1Y | -1.4% | -13.3% | +11.9% | -0.5% |
| 3Y | +51.1% | +194.0% | -143.0% | +11.9% |
| 5Y | +62.6% | -50.6% | +113.2% | +33.2% |
| All | +113.1% | -27.4% | +140.5% | +61.3% |
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