+70.5%
AMKR vs FLUT
-49.0%
+119.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.5% |
| 7D | +21.7% | -1.2% | +23.0% | +22.2% |
| 30D | -22.0% | +5.0% | -27.0% | -23.5% |
| 3M | -33.1% | -16.4% | -16.7% | -30.7% |
| 6M | -49.3% | -14.6% | -34.7% | -49.4% |
| YTD | -5.5% | -61.9% | +56.4% | +25.2% |
| 1Y | +8.4% | -65.0% | +73.5% | +48.1% |
| 3Y | +62.7% | -44.8% | +107.5% | +86.8% |
| 5Y | +70.5% | -49.9% | +120.4% | +89.7% |
| All | +70.5% | -49.0% | +119.5% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 5y: compounded portfolio wealth divided by compounded FLUT 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…
5y analysis · Full analysis span regression · 6 months rolling