+137.2%
AMKR vs EXEL
+160.7%
-23.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.4% |
| 7D | +5.5% | -2.9% | +8.4% | +5.7% |
| 30D | -8.6% | +11.9% | -20.5% | -9.4% |
| 3M | -28.7% | +9.2% | -37.9% | -29.4% |
| 6M | +13.3% | +39.1% | -25.8% | +9.6% |
| YTD | +26.1% | +31.0% | -5.0% | +22.5% |
| 1Y | +101.2% | +52.3% | +48.9% | +93.4% |
| All | +137.2% | +160.7% | -23.5% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling