+126.4%
AMKR vs BTDR
+19.6%
+106.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.9% |
| 7D | +8.3% | -3.4% | +11.7% | +8.8% |
| 30D | -6.8% | +32.6% | -39.4% | -10.4% |
| 3M | -31.9% | -32.2% | +0.3% | -29.2% |
| 6M | +18.4% | +52.4% | -34.0% | +11.7% |
| YTD | +31.7% | +6.7% | +25.0% | +27.9% |
| 1Y | +105.2% | -15.2% | +120.5% | +102.1% |
| 3Y | +147.7% | +14.9% | +132.9% | +120.9% |
| 5Y | +99.4% | +20.8% | +78.6% | +66.0% |
| All | +126.4% | +19.6% | +106.8% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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