+285.1%
AMKR vs AG
+255.2%
+30.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.3% |
| 7D | +10.0% | -10.0% | +20.0% | +12.2% |
| 30D | -19.4% | -10.5% | -8.9% | -17.8% |
| 3M | -37.4% | -27.3% | -10.1% | -33.7% |
| 6M | -51.5% | -43.0% | -8.5% | -46.4% |
| YTD | -8.1% | -17.9% | +9.8% | -6.2% |
| 1Y | +13.8% | +11.9% | +1.9% | +9.8% |
| 3Y | +59.4% | +201.8% | -142.4% | +23.3% |
| 5Y | +65.9% | -0.1% | +65.9% | +47.2% |
| 10Y | +238.6% | +72.7% | +165.9% | +140.2% |
| All | +285.1% | +255.2% | +30.0% | +18.8% |
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