+310.8%
AMKR vs IRM
+3,634.7%
-3,323.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.5% |
| 7D | +11.1% | +1.6% | +9.5% | +10.0% |
| 30D | -8.1% | -4.2% | -3.9% | -5.6% |
| 3M | -25.6% | -5.4% | -20.2% | -22.6% |
| 6M | +22.5% | +12.0% | +10.5% | +16.8% |
| YTD | +29.1% | +42.0% | -12.9% | +8.0% |
| 1Y | +105.7% | +29.9% | +75.8% | +80.4% |
| 3Y | +133.2% | +104.4% | +28.9% | +58.4% |
| 5Y | +98.5% | +191.0% | -92.5% | +9.9% |
| 10Y | +490.6% | +417.1% | +73.5% | +125.5% |
| All | +310.8% | +3,634.7% | -3,323.8% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling