+223.2%
AMKR vs FIVE
+542.9%
-319.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -8.4% | +7.3% | -15.7% | -10.9% |
| 30D | -29.8% | +18.1% | -47.9% | -34.5% |
| 3M | -34.7% | +7.7% | -42.4% | -37.3% |
| 6M | -54.9% | +13.6% | -68.5% | -58.1% |
| YTD | -12.3% | +34.6% | -46.9% | -24.1% |
| 1Y | -1.4% | +66.2% | -67.7% | -21.7% |
| 3Y | +51.1% | +43.5% | +7.6% | +16.5% |
| 5Y | +62.6% | +20.7% | +41.9% | +29.4% |
| All | +223.2% | +542.9% | -319.7% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling