+101.2%
AMKR vs FDS
-28.0%
+129.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.8% | +2.3% | -6.2% |
| 7D | +5.5% | -16.0% | +21.5% | -2.6% |
| 30D | -8.6% | -6.7% | -1.9% | -10.9% |
| 3M | -28.7% | +6.0% | -34.7% | -23.9% |
| 6M | +13.3% | +25.1% | -11.8% | +26.0% |
| YTD | +26.1% | -8.1% | +34.2% | +36.1% |
| 1Y | +101.2% | -26.0% | +127.2% | +105.1% |
| All | +101.2% | -28.0% | +129.2% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling