+137.2%
AMKR vs BAX
-34.3%
+171.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -3.3% |
| 7D | +5.5% | -5.4% | +11.0% | +7.1% |
| 30D | -8.6% | -12.4% | +3.8% | -5.3% |
| 3M | -28.7% | +19.1% | -47.8% | -34.3% |
| 6M | +13.3% | +38.6% | -25.3% | -2.3% |
| YTD | +26.1% | +26.7% | -0.6% | +11.6% |
| 1Y | +101.2% | +1.0% | +100.2% | +94.1% |
| All | +137.2% | -34.3% | +171.5% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling