+12.0%
AMKR vs FIVE
+66.9%
-54.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.1% | +11.6% | +10.9% |
| 7D | +6.8% | -0.5% | +7.3% | +7.2% |
| 30D | -20.8% | +17.4% | -38.2% | -24.8% |
| 3M | -29.7% | +7.0% | -36.7% | -32.0% |
| 6M | -50.2% | +20.5% | -70.6% | -55.0% |
| YTD | -3.0% | +33.1% | -36.1% | -22.1% |
| 1Y | +12.0% | +67.1% | -55.1% | -20.9% |
| All | +12.0% | +66.9% | -54.9% | -20.9% |
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