+319.0%
AMKR vs IFF
+236.3%
+82.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.7% |
| 7D | +8.3% | -3.2% | +11.5% | +10.2% |
| 30D | -6.8% | -0.3% | -6.5% | -7.0% |
| 3M | -31.9% | +8.4% | -40.4% | -36.8% |
| 6M | +18.4% | +23.0% | -4.7% | +0.5% |
| YTD | +31.7% | +25.5% | +6.2% | +8.8% |
| 1Y | +105.2% | +29.1% | +76.2% | +65.1% |
| 3Y | +147.7% | +31.7% | +116.1% | +91.0% |
| 5Y | +99.4% | -35.2% | +134.6% | +129.0% |
| 10Y | +539.7% | -20.7% | +560.4% | +525.4% |
| All | +319.0% | +236.3% | +82.7% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling