+310.8%
AMKR vs IT
+450.8%
-140.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.4% | +13.6% | +9.3% |
| 7D | +11.1% | -9.1% | +20.2% | +15.1% |
| 30D | -8.1% | -7.0% | -1.1% | -6.5% |
| 3M | -25.6% | +7.6% | -33.2% | -32.8% |
| 6M | +22.5% | +2.1% | +20.4% | +10.3% |
| YTD | +29.1% | -31.6% | +60.7% | +37.0% |
| 1Y | +105.7% | -29.9% | +135.6% | +114.1% |
| 3Y | +133.2% | -51.3% | +184.5% | +178.4% |
| 5Y | +98.5% | -44.8% | +143.3% | +124.4% |
| 10Y | +490.6% | +91.4% | +399.3% | +265.2% |
| All | +310.8% | +450.8% | -140.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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