+147.7%
AMKR vs IFF
+29.0%
+118.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.6% |
| 7D | +8.3% | -3.2% | +11.5% | +9.1% |
| 30D | -6.8% | -0.3% | -6.5% | -6.8% |
| 3M | -31.9% | +8.4% | -40.4% | -34.4% |
| 6M | +18.4% | +23.0% | -4.7% | +8.7% |
| YTD | +31.7% | +25.5% | +6.2% | +17.9% |
| 1Y | +105.2% | +29.1% | +76.2% | +80.3% |
| 3Y | +147.7% | +31.7% | +116.1% | +109.0% |
| All | +147.7% | +29.0% | +118.8% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling