+286.9%
AMKR vs ALK
+232.1%
+54.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +1.1% |
| 7D | 0.0% | -0.7% | +0.6% | +0.3% |
| 30D | -11.1% | -19.2% | +8.1% | -2.6% |
| 3M | -35.2% | -1.5% | -33.6% | -35.3% |
| 6M | +4.9% | -13.1% | +17.9% | +9.5% |
| YTD | +21.6% | -16.4% | +38.0% | +28.0% |
| 1Y | +98.0% | -33.1% | +131.1% | +127.6% |
| 3Y | +77.8% | +0.6% | +77.2% | +62.5% |
| 5Y | +79.9% | -26.4% | +106.3% | +85.6% |
| 10Y | +456.9% | -34.2% | +491.0% | +441.6% |
| All | +286.9% | +232.1% | +54.9% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling