+315.9%
AMKR vs EWJ
+270.5%
+45.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +2.3% |
| 7D | +8.9% | +1.0% | +7.9% | +7.6% |
| 30D | -2.7% | +1.0% | -3.7% | -3.4% |
| 3M | -27.5% | +7.2% | -34.7% | -31.1% |
| 6M | +19.4% | +13.9% | +5.5% | +7.5% |
| YTD | +30.7% | +20.8% | +9.9% | +11.2% |
| 1Y | +107.9% | +26.4% | +81.5% | +69.9% |
| 3Y | +136.1% | +71.8% | +64.4% | +42.7% |
| 5Y | +96.6% | +49.9% | +46.7% | +40.5% |
| 10Y | +535.0% | +140.0% | +395.0% | +209.9% |
| All | +315.9% | +270.5% | +45.4% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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