+189.0%
AMKR vs AUR
-35.7%
+224.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.9% | +4.1% |
| 7D | +8.3% | +1.4% | +6.9% | +8.0% |
| 30D | -6.8% | -6.4% | -0.4% | -5.6% |
| 3M | -31.9% | +7.7% | -39.6% | -32.8% |
| 6M | +18.4% | +44.5% | -26.1% | +9.2% |
| YTD | +31.7% | +67.4% | -35.8% | +17.9% |
| 1Y | +105.2% | +15.4% | +89.8% | +96.4% |
| 3Y | +147.7% | +94.8% | +52.9% | +91.1% |
| 5Y | +99.4% | -35.1% | +134.5% | +56.4% |
| All | +189.0% | -35.7% | +224.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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