+242.5%
AMKR vs ALM
+2,100.8%
-1,858.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.5% | -3.4% |
| 7D | +10.0% | +1.2% | +8.8% | +9.9% |
| 30D | -19.4% | -19.3% | -0.1% | -17.9% |
| 3M | -37.4% | -40.6% | +3.3% | -34.6% |
| 6M | -51.5% | -57.9% | +6.5% | -48.1% |
| YTD | -8.1% | -6.7% | -1.4% | -6.3% |
| 1Y | +13.8% | +20.2% | -6.4% | +14.3% |
| 3Y | +59.4% | +879.4% | -820.1% | +38.5% |
| 5Y | +65.9% | +415.3% | -349.4% | +46.0% |
| All | +242.5% | +2,100.8% | -1,858.3% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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