+319.0%
AMKR vs BRO
+3,542.4%
-3,223.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.6% |
| 7D | +8.3% | -7.3% | +15.6% | +12.7% |
| 30D | -6.8% | -6.9% | +0.1% | -4.0% |
| 3M | -31.9% | +10.7% | -42.6% | -39.5% |
| 6M | +18.4% | -2.7% | +21.1% | +11.5% |
| YTD | +31.7% | -16.3% | +48.0% | +33.8% |
| 1Y | +105.2% | -29.1% | +134.3% | +128.1% |
| 3Y | +147.7% | -7.8% | +155.6% | +118.9% |
| 5Y | +99.4% | +18.7% | +80.6% | +44.1% |
| 10Y | +539.7% | +291.9% | +247.8% | +116.2% |
| All | +319.0% | +3,542.4% | -3,223.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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