+107.9%
AMKR vs FICO
-36.4%
+144.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | +2.4% |
| 7D | +8.9% | -10.6% | +19.4% | +6.6% |
| 30D | -2.7% | -6.3% | +3.6% | -3.4% |
| 3M | -27.5% | -19.7% | -7.7% | -30.0% |
| 6M | +19.4% | -31.8% | +51.2% | +16.7% |
| YTD | +30.7% | -41.8% | +72.5% | +28.8% |
| 1Y | +107.9% | -36.4% | +144.3% | +103.9% |
| All | +107.9% | -36.4% | +144.3% | +103.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling