+105.2%
AMKR vs BROS
-32.8%
+138.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +4.1% |
| 7D | +8.3% | -5.8% | +14.0% | +10.0% |
| 30D | -6.8% | -14.0% | +7.2% | -3.0% |
| 3M | -31.9% | -32.5% | +0.5% | -25.5% |
| 6M | +18.4% | -14.9% | +33.3% | +18.8% |
| YTD | +31.7% | -28.3% | +60.0% | +36.8% |
| 1Y | +105.2% | -34.0% | +139.2% | +88.6% |
| All | +105.2% | -32.8% | +138.1% | +88.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling