+319.0%
AMKR vs AJG
+4,854.2%
-4,535.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.7% | +5.0% |
| 7D | +8.3% | -8.3% | +16.6% | +12.4% |
| 30D | -6.8% | -5.7% | -1.1% | -5.1% |
| 3M | -31.9% | +9.1% | -41.0% | -37.5% |
| 6M | +18.4% | +15.2% | +3.1% | +4.3% |
| YTD | +31.7% | -6.3% | +38.0% | +26.7% |
| 1Y | +105.2% | -19.1% | +124.4% | +110.6% |
| 3Y | +147.7% | +8.2% | +139.5% | +107.5% |
| 5Y | +99.4% | +75.6% | +23.7% | +26.8% |
| 10Y | +539.7% | +471.1% | +68.6% | +128.5% |
| All | +319.0% | +4,854.2% | -4,535.2% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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