+528.2%
AMKR vs IAG
+427.6%
+100.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | +8.3% | -1.1% | +9.4% | +8.4% |
| 30D | -6.8% | +12.1% | -18.9% | -8.3% |
| 3M | -31.9% | +25.5% | -57.5% | -34.2% |
| 6M | +18.4% | -7.1% | +25.5% | +18.5% |
| YTD | +31.7% | +22.9% | +8.8% | +27.1% |
| 1Y | +105.2% | +83.3% | +21.9% | +88.9% |
| 3Y | +147.7% | +808.5% | -660.8% | +85.7% |
| 5Y | +99.4% | +838.0% | -738.6% | +40.7% |
| All | +528.2% | +427.6% | +100.6% | +366.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling