+7.8%
AMKR vs EXEL
+264.7%
-256.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.4% | +6.7% |
| 7D | +11.1% | +1.4% | +9.7% | +10.7% |
| 30D | -8.1% | +6.7% | -14.7% | -9.7% |
| 3M | -25.6% | +11.5% | -37.1% | -28.2% |
| 6M | +22.5% | +38.8% | -16.3% | +11.7% |
| YTD | +29.1% | +31.6% | -2.5% | +19.1% |
| 1Y | +105.7% | +53.0% | +52.7% | +81.4% |
| 3Y | +133.2% | +160.8% | -27.6% | +72.6% |
| 5Y | +98.5% | +190.1% | -91.6% | +40.7% |
| 10Y | +490.6% | +367.0% | +123.7% | +230.7% |
| All | +7.8% | +264.7% | -256.9% | -72.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling