+132.0%
AMKR vs BOXX
+18.5%
+113.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.5% |
| 7D | +8.3% | +0.1% | +8.2% | +8.3% |
| 30D | -6.8% | +0.3% | -7.1% | -6.7% |
| 3M | -31.9% | +1.0% | -33.0% | -31.8% |
| 6M | +18.4% | +1.9% | +16.4% | +16.7% |
| YTD | +31.7% | +2.7% | +29.0% | +26.9% |
| 1Y | +105.2% | +4.0% | +101.2% | +94.3% |
| 3Y | +147.7% | +14.7% | +133.1% | +226.9% |
| All | +132.0% | +18.5% | +113.5% | +384.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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