+60.5%
AMKR vs AMDL
+95.0%
-34.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | -1.1% |
| 7D | 0.0% | +4.5% | -4.6% | -1.5% |
| 30D | -11.1% | -4.4% | -6.7% | -10.2% |
| 3M | -35.2% | -30.5% | -4.7% | -29.3% |
| 6M | +4.9% | +300.9% | -296.0% | -33.2% |
| YTD | +21.6% | +219.9% | -198.3% | -20.9% |
| 1Y | +98.0% | +374.7% | -276.7% | +7.7% |
| All | +60.5% | +95.0% | -34.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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