+145.9%
AMKR vs FDS
-32.7%
+178.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +0.6% |
| 7D | +8.9% | -8.8% | +17.7% | +7.2% |
| 30D | -2.7% | -1.4% | -1.3% | -2.7% |
| 3M | -27.5% | +13.9% | -41.3% | -25.4% |
| 6M | +19.4% | +27.4% | -8.0% | +21.2% |
| YTD | +30.7% | -2.5% | +33.2% | +42.1% |
| 1Y | +107.9% | -23.8% | +131.7% | +149.6% |
| All | +145.9% | -32.7% | +178.6% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling