+528.2%
AMKR vs IRM
+440.8%
+87.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.3% |
| 7D | +8.3% | -1.4% | +9.7% | +9.2% |
| 30D | -6.8% | -7.4% | +0.6% | -2.3% |
| 3M | -31.9% | -7.4% | -24.6% | -28.3% |
| 6M | +18.4% | +8.7% | +9.7% | +15.0% |
| YTD | +31.7% | +40.9% | -9.3% | +11.2% |
| 1Y | +105.2% | +20.5% | +84.7% | +88.0% |
| 3Y | +147.7% | +101.7% | +46.0% | +71.1% |
| 5Y | +99.4% | +197.7% | -98.3% | +12.5% |
| All | +528.2% | +440.8% | +87.4% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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