+53.0%
AMKR vs COMP
-49.2%
+102.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +1.0% | +5.6% |
| 7D | -5.3% | +14.5% | -19.8% | -7.6% |
| 30D | -28.7% | +14.9% | -43.7% | -30.8% |
| 3M | -36.6% | -14.2% | -22.3% | -35.2% |
| 6M | -54.2% | +23.7% | -77.9% | -56.6% |
| YTD | -10.9% | +2.1% | -13.0% | -13.8% |
| 1Y | +1.3% | +26.2% | -24.9% | -5.8% |
| 3Y | +60.0% | +470.9% | -410.9% | +5.0% |
| 5Y | +59.3% | -14.0% | +73.3% | +34.0% |
| All | +53.0% | -49.2% | +102.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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