+23.4%
AMKR vs IWD
+726.5%
-703.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +2.8% |
| 7D | 0.0% | -0.3% | +0.2% | +0.4% |
| 30D | -11.1% | +0.6% | -11.7% | -12.2% |
| 3M | -35.2% | +7.2% | -42.4% | -42.0% |
| 6M | +4.9% | +16.2% | -11.3% | -16.0% |
| YTD | +21.6% | +23.3% | -1.7% | -10.7% |
| 1Y | +98.0% | +29.6% | +68.5% | +36.2% |
| 3Y | +77.8% | +70.5% | +7.4% | -16.5% |
| 5Y | +79.9% | +73.5% | +6.4% | -14.9% |
| 10Y | +456.9% | +198.3% | +258.6% | +26.1% |
| All | +23.4% | +726.5% | -703.1% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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