+96.6%
AMKR vs FDS
-23.5%
+120.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.4% |
| 7D | +8.9% | -8.8% | +17.7% | +9.3% |
| 30D | -2.7% | -1.4% | -1.3% | -2.8% |
| 3M | -27.5% | +13.9% | -41.3% | -29.5% |
| 6M | +19.4% | +27.4% | -8.0% | +10.8% |
| YTD | +30.7% | -2.5% | +33.2% | +34.5% |
| 1Y | +107.9% | -23.8% | +131.7% | +140.1% |
| 3Y | +136.1% | -32.5% | +168.6% | +187.6% |
| 5Y | +96.6% | -23.2% | +119.8% | +152.1% |
| All | +96.6% | -23.5% | +120.1% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling