+528.2%
AMKR vs COO
+17.0%
+511.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.7% |
| 7D | +8.3% | -22.5% | +30.8% | +23.9% |
| 30D | -6.8% | -29.7% | +23.0% | +12.5% |
| 3M | -31.9% | -20.1% | -11.8% | -25.5% |
| 6M | +18.4% | -26.9% | +45.3% | +35.3% |
| YTD | +31.7% | -34.2% | +65.9% | +61.6% |
| 1Y | +105.2% | -21.3% | +126.5% | +122.1% |
| 3Y | +147.7% | -38.7% | +186.4% | +199.3% |
| 5Y | +99.4% | -52.2% | +151.6% | +184.2% |
| All | +528.2% | +17.0% | +511.2% | +414.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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