+301.5%
AMKR vs ITUB
+1,902.7%
-1,601.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.4% |
| 7D | +8.9% | 0.0% | +8.9% | +8.8% |
| 30D | -2.7% | +2.6% | -5.3% | -4.0% |
| 3M | -27.5% | +8.4% | -35.9% | -30.0% |
| 6M | +19.4% | -0.5% | +19.9% | +19.7% |
| YTD | +30.7% | +15.3% | +15.4% | +23.9% |
| 1Y | +107.9% | +28.7% | +79.2% | +88.3% |
| 3Y | +136.1% | +118.7% | +17.4% | +68.5% |
| 5Y | +96.6% | +182.7% | -86.1% | +19.5% |
| 10Y | +535.0% | +207.6% | +327.4% | +235.3% |
| All | +301.5% | +1,902.7% | -1,601.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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