+190.8%
AMKR vs BG
+1,181.2%
-990.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | +8.9% | +0.5% | +8.3% | +8.7% |
| 30D | -2.7% | +10.3% | -13.0% | -6.8% |
| 3M | -27.5% | -1.9% | -25.6% | -27.5% |
| 6M | +19.4% | +5.2% | +14.1% | +15.5% |
| YTD | +30.7% | +41.2% | -10.5% | +11.8% |
| 1Y | +107.9% | +50.5% | +57.4% | +72.1% |
| 3Y | +136.1% | +19.9% | +116.2% | +108.7% |
| 5Y | +96.6% | +86.7% | +9.9% | +39.2% |
| 10Y | +535.0% | +167.5% | +367.5% | +271.0% |
| All | +190.8% | +1,181.2% | -990.3% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling