+319.0%
AMKR vs LUMN
-14.6%
+333.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.9% |
| 7D | +8.3% | +2.5% | +5.8% | +7.5% |
| 30D | -6.8% | +10.3% | -17.1% | -9.3% |
| 3M | -31.9% | -18.3% | -13.7% | -27.9% |
| 6M | +18.4% | +4.4% | +14.0% | +16.6% |
| YTD | +31.7% | -10.7% | +42.4% | +32.6% |
| 1Y | +105.2% | +14.0% | +91.3% | +91.9% |
| 3Y | +147.7% | +406.6% | -258.8% | -2.7% |
| 5Y | +99.4% | -36.8% | +136.2% | +70.7% |
| 10Y | +539.7% | -56.2% | +595.9% | +423.9% |
| All | +319.0% | -14.6% | +333.6% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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