+159.8%
AMKR vs FTI
+2,117.5%
-1,957.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +7.1% |
| 7D | +11.1% | -0.2% | +11.3% | +11.1% |
| 30D | -8.1% | +12.3% | -20.4% | -12.9% |
| 3M | -25.6% | +13.8% | -39.4% | -29.7% |
| 6M | +22.5% | +24.3% | -1.8% | +11.2% |
| YTD | +29.1% | +75.8% | -46.7% | +0.7% |
| 1Y | +105.7% | +99.6% | +6.1% | +51.2% |
| 3Y | +133.2% | +278.4% | -145.2% | +25.0% |
| 5Y | +98.5% | +1,168.7% | -1,070.2% | -43.8% |
| 10Y | +490.6% | +297.5% | +193.1% | +127.0% |
| All | +159.8% | +2,117.5% | -1,957.6% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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