+1.5%
AMKR vs EXEL
+273.2%
-271.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | 0.0% | +8.4% | -8.4% | -2.1% |
| 30D | -11.1% | +4.1% | -15.2% | -12.3% |
| 3M | -35.2% | +12.4% | -47.6% | -37.5% |
| 6M | +4.9% | +41.5% | -36.7% | -4.8% |
| YTD | +21.6% | +34.6% | -13.0% | +11.6% |
| 1Y | +98.0% | +57.9% | +40.2% | +73.4% |
| 3Y | +77.8% | +159.5% | -81.7% | +31.9% |
| 5Y | +79.9% | +198.5% | -118.6% | +26.6% |
| 10Y | +456.9% | +411.4% | +45.5% | +204.7% |
| All | +1.5% | +273.2% | -271.7% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling