+468.4%
AMKR vs FFIV
+7,518.9%
-7,050.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | 0.0% | -1.0% | +0.9% | +0.3% |
| 30D | -11.1% | -5.1% | -6.1% | -9.5% |
| 3M | -35.2% | -4.5% | -30.7% | -33.7% |
| 6M | +4.9% | +36.5% | -31.6% | -6.5% |
| YTD | +21.6% | +53.0% | -31.4% | +3.8% |
| 1Y | +98.0% | +24.2% | +73.8% | +82.0% |
| 3Y | +77.8% | +137.2% | -59.4% | +28.1% |
| 5Y | +79.9% | +91.8% | -11.9% | +41.4% |
| 10Y | +456.9% | +215.2% | +241.7% | +267.4% |
| All | +468.4% | +7,518.9% | -7,050.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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