+224.1%
AMKR vs FICO
+512.2%
-288.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.8% |
| 7D | -16.9% | -0.9% | -16.0% | -16.7% |
| 30D | -37.2% | +3.3% | -40.6% | -38.7% |
| 3M | -39.3% | -31.7% | -7.6% | -33.4% |
| 6M | -57.4% | -34.0% | -23.4% | -55.8% |
| YTD | -16.5% | -58.3% | +41.9% | +5.1% |
| 1Y | -6.0% | -57.9% | +52.0% | +17.2% |
| 3Y | +46.2% | -24.1% | +70.2% | +16.3% |
| 5Y | +49.3% | +85.3% | -36.0% | -37.2% |
| All | +224.1% | +512.2% | -288.1% | -46.6% |
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