+147.7%
AMKR vs FANG
+45.3%
+102.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +8.3% | +2.9% | +5.4% | +7.2% |
| 30D | -6.8% | +2.6% | -9.4% | -7.7% |
| 3M | -31.9% | +7.6% | -39.5% | -33.9% |
| 6M | +18.4% | +17.3% | +1.0% | +9.0% |
| YTD | +31.7% | +38.7% | -7.0% | +10.7% |
| 1Y | +105.2% | +51.6% | +53.6% | +64.1% |
| 3Y | +147.7% | +50.0% | +97.8% | +104.4% |
| All | +147.7% | +45.3% | +102.5% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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