+101.2%
AMKR vs ALM
+279.2%
-178.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.6% | +6.1% | -1.1% |
| 7D | +5.5% | -7.1% | +12.6% | +7.4% |
| 30D | -8.6% | +24.7% | -33.3% | -13.6% |
| 3M | -28.7% | +8.3% | -37.0% | -30.3% |
| 6M | +13.3% | -22.2% | +35.4% | +14.2% |
| YTD | +26.1% | +88.1% | -62.0% | +21.7% |
| 1Y | +101.2% | +272.4% | -171.2% | +86.6% |
| All | +101.2% | +279.2% | -178.0% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling