+105.2%
AMKR vs AWK
+1.9%
+103.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +6.0% | +2.5% |
| 7D | +8.3% | -2.1% | +10.4% | +5.4% |
| 30D | -6.8% | +2.1% | -8.8% | -3.6% |
| 3M | -31.9% | +11.4% | -43.3% | -20.8% |
| 6M | +18.4% | +3.9% | +14.4% | +30.7% |
| YTD | +31.7% | +7.7% | +24.0% | +53.3% |
| 1Y | +105.2% | +1.3% | +103.9% | +129.8% |
| All | +105.2% | +1.9% | +103.3% | +129.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling