+357.7%
AMKR vs IR
+271.9%
+85.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.1% |
| 7D | +5.5% | -3.1% | +8.6% | +7.7% |
| 30D | -8.6% | -14.0% | +5.4% | +1.3% |
| 3M | -28.7% | +3.7% | -32.4% | -31.6% |
| 6M | +13.3% | -15.4% | +28.7% | +25.6% |
| YTD | +26.1% | -7.7% | +33.7% | +30.0% |
| 1Y | +101.2% | -8.8% | +110.0% | +109.5% |
| 3Y | +127.7% | +5.6% | +122.2% | +115.0% |
| 5Y | +90.9% | +34.3% | +56.5% | +53.7% |
| All | +357.7% | +271.9% | +85.8% | +131.5% |
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