+137.2%
AMKR vs BROS
+57.4%
+79.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.2% | -2.7% |
| 7D | +5.5% | -6.1% | +11.6% | +7.2% |
| 30D | -8.6% | -12.4% | +3.7% | -5.6% |
| 3M | -28.7% | -27.9% | -0.8% | -23.7% |
| 6M | +13.3% | -16.8% | +30.1% | +16.5% |
| YTD | +26.1% | -29.0% | +55.1% | +34.2% |
| 1Y | +101.2% | -33.2% | +134.4% | +115.8% |
| All | +137.2% | +57.4% | +79.8% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling