+9.6%
AMKR vs IRE
-97.3%
+106.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.5% | +9.1% | +7.1% |
| 7D | -5.3% | -15.5% | +10.2% | -4.6% |
| 30D | -28.7% | -70.4% | +41.6% | -15.4% |
| 3M | -36.6% | -81.6% | +45.1% | -20.0% |
| 6M | -54.2% | -94.7% | +40.5% | -36.0% |
| YTD | -10.9% | -91.8% | +80.8% | +5.0% |
| 1Y | +1.3% | -97.6% | +98.9% | +42.7% |
| All | +9.6% | -97.3% | +106.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 5y: compounded portfolio wealth divided by compounded IRE 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…
5y analysis · Full analysis span regression · 6 months rolling