+233.7%
AMKR vs IR
+332.9%
-99.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +10.0% | +2.5% | +7.5% | +8.2% |
| 30D | -19.4% | +9.2% | -28.6% | -24.1% |
| 3M | -37.4% | +0.9% | -38.3% | -37.9% |
| 6M | -51.5% | +19.2% | -70.7% | -57.7% |
| YTD | -8.1% | +7.5% | -15.6% | -14.7% |
| 1Y | +13.8% | +11.7% | +2.1% | +3.0% |
| 3Y | +59.4% | +23.9% | +35.5% | +35.1% |
| 5Y | +65.9% | +46.4% | +19.5% | +25.3% |
| All | +233.7% | +332.9% | -99.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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