+59.3%
AMKR vs ALK
-29.1%
+88.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.1% | -0.4% | +3.4% |
| 7D | -5.3% | +8.9% | -14.2% | -9.2% |
| 30D | -28.7% | +5.9% | -34.7% | -31.3% |
| 3M | -36.6% | -16.5% | -20.0% | -31.6% |
| 6M | -54.2% | +2.1% | -56.3% | -55.8% |
| YTD | -10.9% | -17.1% | +6.2% | -6.8% |
| 1Y | +1.3% | -2.9% | +4.2% | -1.9% |
| 3Y | +60.0% | +24.5% | +35.5% | +22.4% |
| 5Y | +59.3% | -29.1% | +88.4% | +62.0% |
| All | +59.3% | -29.1% | +88.4% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling