+409.5%
AMKR vs AG
+445.6%
-36.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.7% | +2.1% |
| 7D | 0.0% | +1.0% | -1.1% | -0.2% |
| 30D | -11.1% | +19.2% | -30.3% | -14.1% |
| 3M | -35.2% | +6.2% | -41.3% | -35.9% |
| 6M | +4.9% | -26.7% | +31.6% | +10.0% |
| YTD | +21.6% | +26.1% | -4.5% | +14.7% |
| 1Y | +98.0% | +131.7% | -33.6% | +66.6% |
| 3Y | +77.8% | +255.3% | -177.5% | +32.1% |
| 5Y | +79.9% | +61.9% | +17.9% | +45.9% |
| 10Y | +456.9% | +72.0% | +384.8% | +291.4% |
| All | +409.5% | +445.6% | -36.1% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling