+942.7%
AMKR vs FIVE
+868.1%
+74.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | 0.0% |
| 7D | 0.0% | +4.3% | -4.3% | -1.5% |
| 30D | -11.1% | +12.5% | -23.7% | -15.1% |
| 3M | -35.2% | +31.2% | -66.4% | -41.5% |
| 6M | +4.9% | +14.4% | -9.5% | -1.4% |
| YTD | +21.6% | +33.9% | -12.3% | +8.4% |
| 1Y | +98.0% | +65.1% | +33.0% | +64.6% |
| 3Y | +77.8% | +49.0% | +28.9% | +41.4% |
| 5Y | +79.9% | +30.3% | +49.6% | +45.3% |
| 10Y | +456.9% | +481.1% | -24.2% | +207.7% |
| All | +942.7% | +868.1% | +74.6% | +393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling