+192.5%
AMKR vs APD
+1,428.6%
-1,236.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +10.0% | +3.8% | +6.2% | +7.5% |
| 30D | -19.4% | +8.2% | -27.6% | -23.5% |
| 3M | -37.4% | +4.3% | -41.6% | -39.4% |
| 6M | -51.5% | +4.7% | -56.2% | -53.6% |
| YTD | -8.1% | +31.5% | -39.6% | -24.7% |
| 1Y | +13.8% | +23.5% | -9.7% | -3.5% |
| 3Y | +59.4% | +29.1% | +30.3% | +25.8% |
| 5Y | +65.9% | +15.9% | +50.0% | +38.6% |
| 10Y | +238.6% | +191.9% | +46.7% | +52.3% |
| All | +192.5% | +1,428.6% | -1,236.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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