+501.5%
AMKR vs FDX
+182.3%
+319.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -4.0% |
| 7D | +5.5% | -3.9% | +9.4% | +7.8% |
| 30D | -8.6% | -3.3% | -5.3% | -7.2% |
| 3M | -28.7% | -2.0% | -26.7% | -28.1% |
| 6M | +13.3% | +8.0% | +5.2% | +7.4% |
| YTD | +26.1% | +35.0% | -8.9% | +4.3% |
| 1Y | +101.2% | +73.7% | +27.5% | +42.9% |
| 3Y | +127.7% | +61.6% | +66.2% | +61.3% |
| 5Y | +90.9% | +65.4% | +25.5% | +28.3% |
| All | +501.5% | +182.3% | +319.2% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling