+145.9%
AMKR vs BBWI
-47.8%
+193.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.3% | +7.5% | +3.0% |
| 7D | +8.9% | -4.4% | +13.3% | +10.1% |
| 30D | -2.7% | -7.4% | +4.7% | -1.5% |
| 3M | -27.5% | -2.2% | -25.2% | -28.3% |
| 6M | +19.4% | -16.3% | +35.7% | +22.6% |
| YTD | +30.7% | -9.1% | +39.8% | +28.8% |
| 1Y | +107.9% | -34.5% | +142.4% | +128.2% |
| All | +145.9% | -47.8% | +193.8% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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