+75.5%
AMKR vs FRMI
-78.0%
+153.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.8% |
| 7D | +8.9% | +15.9% | -7.1% | +5.9% |
| 30D | -2.7% | -6.0% | +3.3% | -2.5% |
| 3M | -27.5% | -1.6% | -25.8% | -27.1% |
| 6M | +19.4% | -30.7% | +50.1% | +23.3% |
| YTD | +30.7% | -30.9% | +61.6% | +34.3% |
| All | +75.5% | -78.0% | +153.5% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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