+456.9%
AMKR vs FICO
+606.0%
-149.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.7% | +18.5% | +8.5% |
| 7D | 0.0% | -19.2% | +19.1% | +7.9% |
| 30D | -11.1% | -14.6% | +3.4% | -6.9% |
| 3M | -35.2% | -20.1% | -15.1% | -33.7% |
| 6M | +4.9% | -36.3% | +41.2% | +15.6% |
| YTD | +21.6% | -44.9% | +66.4% | +42.9% |
| 1Y | +98.0% | -38.6% | +136.7% | +113.0% |
| 3Y | +77.8% | +4.0% | +73.9% | +28.9% |
| 5Y | +79.9% | +99.5% | -19.6% | -18.4% |
| All | +456.9% | +606.0% | -149.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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