+54.6%
AMKR vs ATI
+957.9%
-903.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.2% |
| 7D | +10.0% | +4.2% | +5.9% | +8.4% |
| 30D | -19.4% | -2.5% | -16.9% | -18.6% |
| 3M | -37.4% | -19.4% | -17.9% | -31.6% |
| 6M | -51.5% | +11.1% | -62.5% | -52.8% |
| YTD | -8.1% | +59.5% | -67.6% | -22.3% |
| 1Y | +13.8% | +85.8% | -72.0% | -9.3% |
| 3Y | +59.4% | +311.9% | -252.5% | -9.4% |
| 5Y | +65.9% | +963.2% | -897.4% | -37.2% |
| 10Y | +238.6% | +977.6% | -739.0% | +3.2% |
| All | +54.6% | +957.9% | -903.3% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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