+501.5%
AMKR vs ALM
+2,776.7%
-2,275.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.6% | +6.1% | -2.8% |
| 7D | +5.5% | -7.1% | +12.6% | +6.1% |
| 30D | -8.6% | +24.7% | -33.3% | -10.2% |
| 3M | -28.7% | +8.3% | -37.0% | -29.1% |
| 6M | +13.3% | -22.2% | +35.4% | +14.4% |
| YTD | +26.1% | +88.1% | -62.0% | +21.4% |
| 1Y | +101.2% | +272.4% | -171.2% | +86.2% |
| 3Y | +127.7% | +2,004.1% | -1,876.4% | +86.4% |
| 5Y | +90.9% | +915.8% | -824.9% | +59.6% |
| All | +501.5% | +2,776.7% | -2,275.3% | +388.1% |
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