+90.9%
AMKR vs FTV
-3.0%
+93.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -1.6% |
| 7D | +5.5% | -5.2% | +10.7% | +10.4% |
| 30D | -8.6% | -11.5% | +2.9% | +1.4% |
| 3M | -28.7% | -9.0% | -19.7% | -24.1% |
| 6M | +13.3% | -2.0% | +15.3% | +12.9% |
| YTD | +26.1% | -0.9% | +27.0% | +20.4% |
| 1Y | +101.2% | +14.8% | +86.4% | +65.4% |
| 3Y | +127.7% | -5.5% | +133.2% | +126.4% |
| 5Y | +90.9% | -1.9% | +92.7% | +75.2% |
| All | +90.9% | -3.0% | +93.8% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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