+607.0%
AMKR vs LYB
+624.6%
-17.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.4% | +4.9% |
| 7D | +8.3% | +0.3% | +8.0% | +8.2% |
| 30D | -6.8% | +2.5% | -9.2% | -8.2% |
| 3M | -31.9% | +1.4% | -33.3% | -33.3% |
| 6M | +18.4% | -3.5% | +21.8% | +14.5% |
| YTD | +31.7% | +52.0% | -20.3% | -2.3% |
| 1Y | +105.2% | +22.1% | +83.2% | +69.9% |
| 3Y | +147.7% | -22.8% | +170.5% | +160.3% |
| 5Y | +99.4% | -3.4% | +102.7% | +83.0% |
| 10Y | +539.7% | +47.4% | +492.3% | +334.5% |
| All | +607.0% | +624.6% | -17.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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