+286.9%
AMKR vs APA
+320.1%
-33.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.8% |
| 7D | 0.0% | +0.5% | -0.6% | -0.3% |
| 30D | -11.1% | +23.4% | -34.5% | -17.4% |
| 3M | -35.2% | +12.7% | -47.9% | -38.5% |
| 6M | +4.9% | +39.4% | -34.5% | -9.1% |
| YTD | +21.6% | +79.0% | -57.4% | -3.9% |
| 1Y | +98.0% | +88.8% | +9.2% | +52.6% |
| 3Y | +77.8% | +6.4% | +71.5% | +59.0% |
| 5Y | +79.9% | +153.0% | -73.1% | +12.5% |
| 10Y | +456.9% | +7.5% | +449.3% | +236.0% |
| All | +286.9% | +320.1% | -33.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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