+286.9%
AMKR vs APD
+1,345.4%
-1,058.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.4% |
| 7D | 0.0% | -2.2% | +2.2% | +1.4% |
| 30D | -11.1% | +2.1% | -13.2% | -12.7% |
| 3M | -35.2% | +7.2% | -42.3% | -38.8% |
| 6M | +4.9% | +11.2% | -6.4% | -3.6% |
| YTD | +21.6% | +24.4% | -2.8% | +3.6% |
| 1Y | +98.0% | +6.7% | +91.4% | +83.4% |
| 3Y | +77.8% | +9.2% | +68.6% | +55.7% |
| 5Y | +79.9% | +27.4% | +52.5% | +40.8% |
| 10Y | +456.9% | +164.8% | +292.0% | +167.7% |
| All | +286.9% | +1,345.4% | -1,058.5% | -20.6% |
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