+90.9%
AMKR vs AWK
-17.3%
+108.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.6% |
| 7D | +5.5% | -0.7% | +6.3% | +5.4% |
| 30D | -8.6% | +2.8% | -11.4% | -8.2% |
| 3M | -28.7% | +11.3% | -40.0% | -27.9% |
| 6M | +13.3% | +6.7% | +6.5% | +14.5% |
| YTD | +26.1% | +9.4% | +16.7% | +27.3% |
| 1Y | +101.2% | +3.7% | +97.5% | +104.0% |
| 3Y | +127.7% | +9.2% | +118.5% | +121.3% |
| 5Y | +90.9% | -15.7% | +106.6% | +88.8% |
| All | +90.9% | -17.3% | +108.1% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling