+507.5%
AMKR vs BAH
+1,076.0%
-568.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.6% |
| 7D | +10.0% | +1.7% | +8.3% | +9.5% |
| 30D | -19.4% | +20.8% | -40.2% | -24.4% |
| 3M | -37.4% | +11.6% | -48.9% | -40.3% |
| 6M | -51.5% | +23.1% | -74.6% | -55.9% |
| YTD | -8.1% | +5.3% | -13.4% | -13.9% |
| 1Y | +13.8% | +6.1% | +7.7% | +6.3% |
| 3Y | +59.4% | -27.5% | +86.9% | +64.9% |
| 5Y | +65.9% | +6.2% | +59.7% | +43.9% |
| 10Y | +238.6% | +202.2% | +36.3% | +88.4% |
| All | +507.5% | +1,076.0% | -568.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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