+315.9%
AMKR vs ITW
+1,246.1%
-930.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +2.7% |
| 7D | +8.9% | -1.9% | +10.8% | +10.5% |
| 30D | -2.7% | -10.4% | +7.7% | +6.2% |
| 3M | -27.5% | +3.5% | -31.0% | -30.9% |
| 6M | +19.4% | -3.4% | +22.8% | +20.9% |
| YTD | +30.7% | +8.5% | +22.2% | +19.4% |
| 1Y | +107.9% | +3.2% | +104.7% | +97.4% |
| 3Y | +136.1% | +18.9% | +117.2% | +101.3% |
| 5Y | +96.6% | +35.0% | +61.6% | +53.3% |
| 10Y | +535.0% | +188.6% | +346.4% | +181.4% |
| All | +315.9% | +1,246.1% | -930.1% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling