+528.2%
AMKR vs LYV
+564.6%
-36.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.3% | -1.9% | +10.2% | +9.3% |
| 30D | -6.8% | -8.2% | +1.4% | -3.0% |
| 3M | -31.9% | -1.3% | -30.7% | -32.4% |
| 6M | +18.4% | +2.6% | +15.8% | +15.2% |
| YTD | +31.7% | +19.4% | +12.3% | +17.7% |
| 1Y | +105.2% | -2.2% | +107.5% | +101.1% |
| 3Y | +147.7% | +106.0% | +41.7% | +64.4% |
| 5Y | +99.4% | +97.7% | +1.7% | +30.3% |
| All | +528.2% | +564.6% | -36.5% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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