+242.5%
AMKR vs FDX
+155.8%
+86.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.6% |
| 7D | +10.0% | +5.2% | +4.8% | +6.9% |
| 30D | -19.4% | +11.3% | -30.7% | -24.6% |
| 3M | -37.4% | -4.1% | -33.2% | -36.3% |
| 6M | -51.5% | +9.6% | -61.1% | -54.5% |
| YTD | -8.1% | +40.9% | -49.0% | -26.2% |
| 1Y | +13.8% | +53.0% | -39.2% | -13.0% |
| 3Y | +59.4% | +74.1% | -14.7% | +7.6% |
| 5Y | +65.9% | +75.1% | -9.2% | +7.8% |
| All | +242.5% | +155.8% | +86.6% | +48.6% |
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