+96.6%
AMKR vs ALM
+958.0%
-861.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.4% | +1.8% |
| 7D | +8.9% | +3.6% | +5.2% | +8.4% |
| 30D | -2.7% | +33.8% | -36.5% | -6.2% |
| 3M | -27.5% | +14.8% | -42.2% | -28.8% |
| 6M | +19.4% | -7.0% | +26.3% | +18.7% |
| YTD | +30.7% | +108.1% | -77.4% | +22.3% |
| 1Y | +107.9% | +313.8% | -205.9% | +83.6% |
| 3Y | +136.1% | +2,227.6% | -2,091.5% | +67.2% |
| 5Y | +96.6% | +956.6% | -860.0% | +43.5% |
| All | +96.6% | +958.0% | -861.4% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling