+107.9%
AMKR vs FIVE
+64.7%
+43.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +4.0% | +2.5% |
| 7D | +8.9% | +1.7% | +7.2% | +7.9% |
| 30D | -2.7% | +5.0% | -7.7% | -6.0% |
| 3M | -27.5% | +29.5% | -56.9% | -37.8% |
| 6M | +19.4% | +12.4% | +7.0% | +8.3% |
| YTD | +30.7% | +31.2% | -0.5% | +3.7% |
| 1Y | +107.9% | +72.9% | +35.1% | +31.5% |
| All | +107.9% | +64.7% | +43.2% | +31.5% |
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