+1.9%
AMKR vs BTSG
+111.7%
-109.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.2% | -5.2% |
| 7D | -15.5% | +17.4% | -32.9% | -22.5% |
| 30D | -34.7% | +12.6% | -47.3% | -38.7% |
| 3M | -36.1% | +11.2% | -47.3% | -39.9% |
| 6M | -49.6% | +30.4% | -80.0% | -59.1% |
| YTD | -9.2% | +86.4% | -95.6% | -41.5% |
| 1Y | +1.9% | +117.9% | -116.1% | -39.7% |
| All | +1.9% | +111.7% | -109.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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