+528.2%
AMKR vs CAPR
-78.4%
+606.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.4% |
| 7D | +8.3% | -11.0% | +19.2% | +8.8% |
| 30D | -6.8% | +99.8% | -106.5% | -10.0% |
| 3M | -31.9% | -66.6% | +34.6% | -30.7% |
| 6M | +18.4% | -75.1% | +93.4% | +21.7% |
| YTD | +31.7% | -71.0% | +102.7% | +34.3% |
| 1Y | +105.2% | +30.0% | +75.3% | +80.9% |
| 3Y | +147.7% | +29.0% | +118.8% | +105.8% |
| 5Y | +99.4% | +70.8% | +28.5% | +59.1% |
| All | +528.2% | -78.4% | +606.6% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling