+528.2%
AMKR vs EXPE
+169.0%
+359.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +3.9% |
| 7D | +8.3% | -5.8% | +14.1% | +10.5% |
| 30D | -6.8% | -13.6% | +6.8% | -2.2% |
| 3M | -31.9% | +25.2% | -57.1% | -40.7% |
| 6M | +18.4% | +22.3% | -4.0% | +3.5% |
| YTD | +31.7% | -0.3% | +32.0% | +23.7% |
| 1Y | +105.2% | +27.8% | +77.4% | +69.9% |
| 3Y | +147.7% | +162.4% | -14.7% | +41.0% |
| 5Y | +99.4% | +95.8% | +3.5% | +23.5% |
| All | +528.2% | +169.0% | +359.2% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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