+286.9%
AMKR vs EXPD
+4,591.8%
-4,304.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.6% |
| 30D | -11.1% | +4.1% | -15.2% | -13.1% |
| 3M | -35.2% | +17.9% | -53.1% | -40.9% |
| 6M | +4.9% | +29.2% | -24.3% | -9.3% |
| YTD | +21.6% | +27.4% | -5.8% | +5.0% |
| 1Y | +98.0% | +56.8% | +41.2% | +50.6% |
| 3Y | +77.8% | +68.0% | +9.8% | +29.8% |
| 5Y | +79.9% | +61.9% | +18.0% | +34.1% |
| 10Y | +456.9% | +316.0% | +140.9% | +150.3% |
| All | +286.9% | +4,591.8% | -4,304.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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