+528.2%
AMKR vs BNY
+416.3%
+111.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.3% | -1.3% | +9.6% | +9.3% |
| 30D | -6.8% | -0.2% | -6.6% | -6.7% |
| 3M | -31.9% | +14.9% | -46.9% | -38.9% |
| 6M | +18.4% | +40.0% | -21.6% | -8.3% |
| YTD | +31.7% | +42.0% | -10.3% | +0.9% |
| 1Y | +105.2% | +56.9% | +48.4% | +46.5% |
| 3Y | +147.7% | +289.9% | -142.1% | -9.4% |
| 5Y | +99.4% | +259.2% | -159.8% | -24.2% |
| All | +528.2% | +416.3% | +111.9% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling