+179.2%
AMKR vs APD
+1,407.9%
-1,228.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | -8.4% | -0.2% | -8.1% | -8.1% |
| 30D | -29.8% | +11.0% | -40.8% | -34.6% |
| 3M | -34.7% | +2.0% | -36.7% | -35.9% |
| 6M | -54.9% | +7.1% | -61.9% | -57.5% |
| YTD | -12.3% | +29.8% | -42.0% | -27.5% |
| 1Y | -1.4% | +24.0% | -25.5% | -16.7% |
| 3Y | +51.1% | +27.2% | +23.9% | +20.3% |
| 5Y | +62.6% | +12.8% | +49.8% | +38.2% |
| 10Y | +233.1% | +185.0% | +48.0% | +52.1% |
| All | +179.2% | +1,407.9% | -1,228.7% | -44.4% |
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