+528.2%
AMKR vs LEN
+108.0%
+420.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.3% | +3.3% |
| 7D | +8.3% | -4.8% | +13.1% | +10.9% |
| 30D | -6.8% | -6.6% | -0.2% | -3.9% |
| 3M | -31.9% | -15.7% | -16.3% | -27.2% |
| 6M | +18.4% | -16.6% | +35.0% | +27.8% |
| YTD | +31.7% | -21.3% | +53.0% | +44.8% |
| 1Y | +105.2% | -42.0% | +147.3% | +162.1% |
| 3Y | +147.7% | -27.9% | +175.7% | +168.5% |
| 5Y | +99.4% | -10.7% | +110.1% | +87.8% |
| All | +528.2% | +108.0% | +420.1% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling