+528.2%
AMKR vs AWK
+132.0%
+396.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +6.0% | +4.7% |
| 7D | +8.3% | -2.1% | +10.4% | +8.6% |
| 30D | -6.8% | +2.1% | -8.8% | -7.2% |
| 3M | -31.9% | +11.4% | -43.3% | -33.8% |
| 6M | +18.4% | +3.9% | +14.4% | +16.4% |
| YTD | +31.7% | +7.7% | +24.0% | +27.7% |
| 1Y | +105.2% | +1.3% | +103.9% | +101.6% |
| 3Y | +147.7% | +7.2% | +140.6% | +130.7% |
| 5Y | +99.4% | -17.0% | +116.4% | +102.5% |
| All | +528.2% | +132.0% | +396.2% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling