+301.2%
AMKR vs LNG
+4,866.6%
-4,565.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | +5.5% | -4.5% | +10.0% | +5.9% |
| 30D | -8.6% | +4.7% | -13.3% | -9.1% |
| 3M | -28.7% | +15.1% | -43.9% | -29.8% |
| 6M | +13.3% | +13.6% | -0.3% | +11.4% |
| YTD | +26.1% | +44.0% | -17.9% | +21.2% |
| 1Y | +101.2% | +18.4% | +82.8% | +96.8% |
| 3Y | +127.7% | +75.9% | +51.9% | +114.6% |
| 5Y | +90.9% | +231.7% | -140.8% | +69.6% |
| 10Y | +512.5% | +549.0% | -36.5% | +415.0% |
| All | +301.2% | +4,866.6% | -4,565.4% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling