+147.7%
AMKR vs ITW
+20.2%
+127.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.6% |
| 7D | +8.3% | -0.7% | +9.0% | +8.9% |
| 30D | -6.8% | -8.3% | +1.6% | -0.2% |
| 3M | -31.9% | +6.0% | -38.0% | -37.7% |
| 6M | +18.4% | 0.0% | +18.4% | +15.1% |
| YTD | +31.7% | +10.2% | +21.4% | +15.2% |
| 1Y | +105.2% | +3.2% | +102.0% | +91.6% |
| 3Y | +147.7% | +21.0% | +126.8% | +95.9% |
| All | +147.7% | +20.2% | +127.5% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling