+77.3%
AMKR vs FICO
+4.8%
+72.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -16.7% | +18.5% | +2.8% |
| 7D | 0.0% | -19.2% | +19.1% | +1.2% |
| 30D | -11.1% | -14.6% | +3.4% | -10.5% |
| 3M | -35.2% | -20.1% | -15.1% | -35.9% |
| 6M | +4.9% | -36.3% | +41.2% | +9.0% |
| YTD | +21.6% | -44.9% | +66.4% | +31.5% |
| 1Y | +98.0% | -38.6% | +136.7% | +102.5% |
| All | +77.3% | +4.8% | +72.5% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling