+98.0%
AMKR vs EXEL
+59.2%
+38.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | 0.0% | +8.4% | -8.4% | -0.7% |
| 30D | -11.1% | +4.1% | -15.2% | -11.4% |
| 3M | -35.2% | +12.4% | -47.6% | -36.1% |
| 6M | +4.9% | +41.5% | -36.7% | -0.9% |
| YTD | +21.6% | +34.6% | -13.0% | +15.4% |
| 1Y | +98.0% | +57.9% | +40.2% | +91.6% |
| All | +98.0% | +59.2% | +38.8% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling