+522.9%
AMKR vs AWK
+967.2%
-444.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | +11.1% | +2.2% | +8.9% | +10.4% |
| 30D | -8.1% | +4.4% | -12.5% | -9.5% |
| 3M | -25.6% | +15.4% | -41.0% | -30.0% |
| 6M | +22.5% | +3.5% | +19.0% | +18.8% |
| YTD | +29.1% | +9.8% | +19.3% | +21.7% |
| 1Y | +105.7% | +3.0% | +102.7% | +97.4% |
| 3Y | +133.2% | +9.7% | +123.6% | +108.8% |
| 5Y | +98.5% | -17.2% | +115.7% | +99.3% |
| 10Y | +490.6% | +126.1% | +364.6% | +248.5% |
| All | +522.9% | +967.2% | -444.3% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling