+871.4%
AMKR vs FTV
+89.3%
+782.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +6.9% | +6.8% |
| 7D | +11.1% | -0.4% | +11.5% | +11.4% |
| 30D | -8.1% | -8.3% | +0.3% | -0.9% |
| 3M | -25.6% | -7.4% | -18.2% | -21.9% |
| 6M | +22.5% | -1.2% | +23.7% | +21.6% |
| YTD | +29.1% | +2.7% | +26.4% | +20.2% |
| 1Y | +105.7% | +18.4% | +87.2% | +67.7% |
| 3Y | +133.2% | -2.0% | +135.3% | +127.4% |
| 5Y | +98.5% | +3.4% | +95.1% | +83.7% |
| 10Y | +490.6% | +78.5% | +412.1% | +269.8% |
| All | +871.4% | +89.3% | +782.1% | +489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling