+214.4%
AMKR vs IAG
+378.9%
-164.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | +8.9% | +1.7% | +7.2% | +8.6% |
| 30D | -2.7% | +11.4% | -14.1% | -4.1% |
| 3M | -27.5% | +33.0% | -60.5% | -30.1% |
| 6M | +19.4% | -6.0% | +25.4% | +19.6% |
| YTD | +30.7% | +24.6% | +6.1% | +26.2% |
| 1Y | +107.9% | +105.0% | +2.9% | +88.9% |
| 3Y | +136.1% | +837.9% | -701.8% | +74.6% |
| 5Y | +96.6% | +817.0% | -720.3% | +39.0% |
| 10Y | +535.0% | +425.3% | +109.7% | +344.0% |
| All | +214.4% | +378.9% | -164.4% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling