+286.9%
AMKR vs FDS
+4,975.8%
-4,688.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +3.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.9% |
| 30D | -11.1% | +9.0% | -20.2% | -16.1% |
| 3M | -35.2% | +18.9% | -54.0% | -45.3% |
| 6M | +4.9% | +35.1% | -30.2% | -21.0% |
| YTD | +21.6% | +5.5% | +16.1% | +3.7% |
| 1Y | +98.0% | -16.8% | +114.8% | +90.1% |
| 3Y | +77.8% | -28.1% | +105.9% | +84.0% |
| 5Y | +79.9% | -17.4% | +97.3% | +68.0% |
| 10Y | +456.9% | +85.4% | +371.4% | +215.4% |
| All | +286.9% | +4,975.8% | -4,688.8% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling