+286.9%
AMKR vs BBWI
+407.5%
-120.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.1% | +0.7% |
| 7D | 0.0% | +1.5% | -1.6% | -0.6% |
| 30D | -11.1% | -5.2% | -6.0% | -10.3% |
| 3M | -35.2% | +11.1% | -46.3% | -38.9% |
| 6M | +4.9% | -13.4% | +18.3% | +6.7% |
| YTD | +21.6% | +0.1% | +21.5% | +15.5% |
| 1Y | +98.0% | -36.1% | +134.2% | +119.5% |
| 3Y | +77.8% | -44.1% | +121.9% | +96.5% |
| 5Y | +79.9% | -66.2% | +146.1% | +129.4% |
| 10Y | +456.9% | -54.8% | +511.6% | +378.3% |
| All | +286.9% | +407.5% | -120.6% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling