+528.2%
AMKR vs EXEL
+375.2%
+153.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.0% |
| 7D | +8.3% | -4.9% | +13.2% | +9.5% |
| 30D | -6.8% | +11.4% | -18.2% | -9.3% |
| 3M | -31.9% | +4.9% | -36.8% | -33.3% |
| 6M | +18.4% | +34.4% | -16.1% | +9.1% |
| YTD | +31.7% | +28.0% | +3.6% | +22.6% |
| 1Y | +105.2% | +43.6% | +61.6% | +84.6% |
| 3Y | +147.7% | +155.2% | -7.5% | +82.6% |
| 5Y | +99.4% | +181.2% | -81.8% | +40.2% |
| All | +528.2% | +375.2% | +153.0% | +278.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling