+233.1%
AMKR vs ALK
-39.7%
+272.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -8.4% | +12.9% | -21.3% | -13.5% |
| 30D | -29.8% | +5.5% | -35.4% | -32.3% |
| 3M | -34.7% | -12.1% | -22.6% | -31.5% |
| 6M | -54.9% | +1.7% | -56.6% | -56.4% |
| YTD | -12.3% | -17.4% | +5.2% | -8.0% |
| 1Y | -1.4% | -1.9% | +0.5% | -4.8% |
| 3Y | +51.1% | +21.2% | +29.8% | +22.6% |
| 5Y | +62.6% | -27.8% | +90.4% | +66.4% |
| 10Y | +233.1% | -41.0% | +274.1% | +253.5% |
| All | +233.1% | -39.7% | +272.8% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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