-6.7%
AMKR vs IWD
+747.8%
-754.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -3.1% |
| 7D | +10.0% | +2.3% | +7.7% | +6.4% |
| 30D | -19.4% | +3.6% | -23.0% | -23.6% |
| 3M | -37.4% | +2.2% | -39.5% | -39.6% |
| 6M | -51.5% | +13.0% | -64.4% | -59.9% |
| YTD | -8.1% | +26.5% | -34.6% | -35.1% |
| 1Y | +13.8% | +30.1% | -16.3% | -22.6% |
| 3Y | +59.4% | +84.9% | -25.5% | -34.0% |
| 5Y | +65.9% | +73.4% | -7.5% | -21.6% |
| 10Y | +238.6% | +204.0% | +34.6% | -25.6% |
| All | -6.7% | +747.8% | -754.5% | -94.5% |
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