+147.7%
AMKR vs BG
+18.0%
+129.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +4.8% |
| 7D | +8.3% | +3.1% | +5.2% | +7.5% |
| 30D | -6.8% | +10.2% | -17.0% | -8.9% |
| 3M | -31.9% | -1.7% | -30.3% | -31.6% |
| 6M | +18.4% | +1.0% | +17.4% | +17.9% |
| YTD | +31.7% | +39.9% | -8.2% | +21.0% |
| 1Y | +105.2% | +53.2% | +52.0% | +83.6% |
| 3Y | +147.7% | +16.3% | +131.5% | +129.8% |
| All | +147.7% | +18.0% | +129.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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