+133.2%
AMKR vs FIVE
+59.0%
+74.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.4% | +5.9% |
| 7D | +11.1% | +3.7% | +7.4% | +9.7% |
| 30D | -8.1% | +4.0% | -12.0% | -9.7% |
| 3M | -25.6% | +36.2% | -61.8% | -33.8% |
| 6M | +22.5% | +18.0% | +4.5% | +13.7% |
| YTD | +29.1% | +34.9% | -5.8% | +14.6% |
| 1Y | +105.7% | +67.9% | +37.8% | +69.8% |
| 3Y | +133.2% | +57.3% | +75.9% | +67.3% |
| All | +133.2% | +59.0% | +74.2% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling