+165.8%
AMKR vs ALK
+207.6%
-41.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.4% |
| 7D | -16.9% | +9.0% | -26.0% | -20.5% |
| 30D | -37.2% | -1.6% | -35.6% | -37.5% |
| 3M | -39.3% | -23.2% | -16.1% | -32.8% |
| 6M | -57.4% | -3.9% | -53.5% | -57.7% |
| YTD | -16.5% | -22.6% | +6.1% | -10.1% |
| 1Y | -6.0% | -5.3% | -0.7% | -7.5% |
| 3Y | +46.2% | +18.6% | +27.6% | +23.1% |
| 5Y | +49.3% | -34.4% | +83.7% | +60.6% |
| 10Y | +239.3% | -40.8% | +280.1% | +242.1% |
| All | +165.8% | +207.6% | -41.7% | -19.5% |
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 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