+257.3%
AMKR vs FIVE
+535.9%
-278.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.1% | +11.6% | +11.0% |
| 7D | +6.8% | -0.5% | +7.3% | +7.3% |
| 30D | -20.8% | +17.4% | -38.2% | -26.0% |
| 3M | -29.7% | +7.0% | -36.7% | -32.4% |
| 6M | -50.2% | +20.5% | -70.6% | -54.9% |
| YTD | -3.0% | +33.1% | -36.1% | -15.8% |
| 1Y | +12.0% | +67.1% | -55.1% | -11.3% |
| 3Y | +67.0% | +41.9% | +25.1% | +29.2% |
| 5Y | +76.5% | +21.1% | +55.5% | +40.2% |
| 10Y | +257.3% | +518.8% | -261.6% | +76.6% |
| All | +257.3% | +535.9% | -278.7% | +76.6% |
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