+145.9%
AMKR vs AG
+278.6%
-132.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +0.7% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | -2.7% | +12.5% | -15.1% | -5.6% |
| 3M | -27.5% | +28.2% | -55.6% | -31.7% |
| 6M | +19.4% | -18.8% | +38.2% | +22.4% |
| YTD | +30.7% | +27.4% | +3.3% | +21.2% |
| 1Y | +107.9% | +132.2% | -24.3% | +70.8% |
| All | +145.9% | +278.6% | -132.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling