+167.7%
AMKR vs ITOT
+879.4%
-711.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.5% |
| 7D | +5.5% | -2.0% | +7.6% | +9.1% |
| 30D | -8.6% | -2.0% | -6.7% | -5.4% |
| 3M | -28.7% | +4.5% | -33.3% | -32.7% |
| 6M | +13.3% | +12.6% | +0.6% | -3.6% |
| YTD | +26.1% | +12.0% | +14.1% | +9.4% |
| 1Y | +101.2% | +17.3% | +83.9% | +64.5% |
| 3Y | +127.7% | +75.2% | +52.5% | +4.1% |
| 5Y | +90.9% | +74.0% | +16.9% | -7.8% |
| 10Y | +512.5% | +298.6% | +213.9% | -9.6% |
| All | +167.7% | +879.4% | -711.7% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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