+483.0%
AMKR vs FN
+2,887.5%
-2,404.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +11.7% | -4.0% | +2.9% |
| 7D | -16.9% | 0.0% | -16.9% | -17.0% |
| 30D | -37.2% | -34.3% | -2.9% | -25.8% |
| 3M | -39.3% | -39.9% | +0.6% | -26.1% |
| 6M | -57.4% | -51.8% | -5.5% | -43.7% |
| YTD | -16.5% | -28.1% | +11.7% | -6.9% |
| 1Y | -6.0% | -29.1% | +23.1% | +4.9% |
| 3Y | +46.2% | +102.4% | -56.3% | +4.7% |
| 5Y | +49.3% | +171.7% | -122.3% | -6.2% |
| 10Y | +239.3% | +773.5% | -534.2% | +48.7% |
| All | +483.0% | +2,887.5% | -2,404.5% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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