-1.6%
AMKR vs IWD
+749.4%
-751.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.1% | +9.8% |
| 7D | +6.8% | -0.6% | +7.4% | +8.5% |
| 30D | -20.8% | +3.6% | -24.4% | -24.9% |
| 3M | -29.7% | +2.7% | -32.4% | -32.7% |
| 6M | -50.2% | +13.2% | -63.4% | -59.0% |
| YTD | -3.0% | +26.8% | -29.8% | -31.7% |
| 1Y | +12.0% | +29.3% | -17.3% | -23.0% |
| 3Y | +67.0% | +85.1% | -18.2% | -31.0% |
| 5Y | +76.5% | +74.2% | +2.3% | -17.2% |
| 10Y | +257.3% | +204.6% | +52.7% | -21.7% |
| All | -1.6% | +749.4% | -751.0% | -94.2% |
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