+1.9%
AMKR vs FIVE
+63.3%
-61.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.7% | -11.9% | -7.2% |
| 7D | -15.5% | +7.5% | -23.0% | -17.5% |
| 30D | -34.7% | +16.7% | -51.4% | -38.1% |
| 3M | -36.1% | +13.4% | -49.4% | -39.8% |
| 6M | -49.6% | +9.0% | -58.6% | -51.6% |
| YTD | -9.2% | +33.8% | -43.0% | -27.4% |
| 1Y | +1.9% | +61.2% | -59.3% | -29.1% |
| All | +1.9% | +63.3% | -61.4% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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