+13.8%
AMKR vs ALM
+19.0%
-5.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.5% | -5.3% |
| 7D | +10.0% | +1.2% | +8.8% | +9.3% |
| 30D | -19.4% | -19.3% | -0.1% | -13.7% |
| 3M | -37.4% | -40.6% | +3.3% | -26.8% |
| 6M | -51.5% | -57.9% | +6.5% | -38.7% |
| YTD | -8.1% | -6.7% | -1.4% | +4.0% |
| 1Y | +13.8% | +20.2% | -6.4% | +26.6% |
| All | +13.8% | +19.0% | -5.1% | +26.6% |
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