+1,089.6%
AMKR vs ALM
+7,705.7%
-6,616.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | 0.0% | -2.6% | +2.6% | 0.0% |
| 30D | -11.1% | +32.0% | -43.1% | -11.2% |
| 3M | -35.2% | -15.0% | -20.1% | -35.2% |
| 6M | +4.9% | -10.1% | +15.0% | +4.9% |
| YTD | +21.6% | +99.4% | -77.8% | +21.4% |
| 1Y | +98.0% | +316.4% | -218.3% | +97.6% |
| 3Y | +77.8% | +2,022.0% | -1,944.1% | +77.0% |
| 5Y | +79.9% | +941.2% | -861.3% | +79.1% |
| 10Y | +456.9% | +2,950.3% | -2,493.5% | +456.0% |
| All | +1,089.6% | +7,705.7% | -6,616.1% | +1,100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling