+91.1%
AMKR vs LNG
+228.1%
-137.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.3% | +4.4% |
| 7D | +8.3% | -4.7% | +13.0% | +9.2% |
| 30D | -6.8% | +3.8% | -10.6% | -7.8% |
| 3M | -31.9% | +16.2% | -48.1% | -34.6% |
| 6M | +18.4% | +11.7% | +6.7% | +13.3% |
| YTD | +31.7% | +44.2% | -12.5% | +15.8% |
| 1Y | +105.2% | +18.6% | +86.7% | +92.3% |
| 3Y | +147.7% | +77.4% | +70.3% | +101.8% |
| All | +91.1% | +228.1% | -137.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 5y: compounded portfolio wealth divided by compounded LNG 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…
5y analysis · Full analysis span regression · 6 months rolling