+64.6%
AMKR vs BTSG
+416.6%
-352.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.6% |
| 7D | +8.9% | +2.9% | +6.0% | +7.8% |
| 30D | -2.7% | +0.9% | -3.6% | -3.2% |
| 3M | -27.5% | +1.6% | -29.1% | -28.6% |
| 6M | +19.4% | +46.8% | -27.4% | +3.4% |
| YTD | +30.7% | +65.5% | -34.8% | +9.5% |
| 1Y | +107.9% | +136.2% | -28.3% | +58.3% |
| All | +64.6% | +416.6% | -352.0% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling