+91.8%
AMKR vs BROS
+35.1%
+56.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +4.2% |
| 7D | +8.3% | -5.8% | +14.0% | +9.7% |
| 30D | -6.8% | -14.0% | +7.2% | -3.7% |
| 3M | -31.9% | -32.5% | +0.5% | -26.6% |
| 6M | +18.4% | -14.9% | +33.3% | +21.1% |
| YTD | +31.7% | -28.3% | +60.0% | +39.1% |
| 1Y | +105.2% | -34.0% | +139.2% | +119.6% |
| 3Y | +147.7% | +63.0% | +84.8% | +112.6% |
| All | +91.8% | +35.1% | +56.7% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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