+105.2%
AMKR vs EXEL
+48.5%
+56.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.6% |
| 7D | +8.3% | -4.9% | +13.2% | +8.6% |
| 30D | -6.8% | +11.4% | -18.2% | -7.7% |
| 3M | -31.9% | +4.9% | -36.8% | -32.4% |
| 6M | +18.4% | +34.4% | -16.1% | +12.4% |
| YTD | +31.7% | +28.0% | +3.6% | +25.6% |
| 1Y | +105.2% | +43.6% | +61.6% | +96.1% |
| All | +105.2% | +48.5% | +56.7% | +96.1% |
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