+819.8%
AMKR vs ALLE
+260.9%
+559.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.1% |
| 7D | 0.0% | -0.2% | +0.2% | +0.2% |
| 30D | -11.1% | -6.8% | -4.3% | -6.6% |
| 3M | -35.2% | +21.0% | -56.2% | -44.7% |
| 6M | +4.9% | +1.1% | +3.8% | +2.1% |
| YTD | +21.6% | -0.5% | +22.1% | +18.5% |
| 1Y | +98.0% | -7.3% | +105.3% | +103.1% |
| 3Y | +77.8% | +42.3% | +35.6% | +31.1% |
| 5Y | +79.9% | +13.5% | +66.4% | +54.1% |
| 10Y | +456.9% | +144.0% | +312.8% | +178.5% |
| All | +819.8% | +260.9% | +559.0% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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