+779.8%
AMKR vs LYV
+1,446.8%
-667.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.3% | -1.9% | +10.2% | +9.2% |
| 30D | -6.8% | -8.2% | +1.4% | -3.3% |
| 3M | -31.9% | -1.3% | -30.7% | -32.3% |
| 6M | +18.4% | +2.6% | +15.8% | +15.5% |
| YTD | +31.7% | +19.4% | +12.3% | +19.1% |
| 1Y | +105.2% | -2.2% | +107.5% | +101.4% |
| 3Y | +147.7% | +106.0% | +41.7% | +71.8% |
| 5Y | +99.4% | +97.7% | +1.7% | +36.5% |
| 10Y | +539.7% | +560.5% | -20.8% | +137.4% |
| All | +779.8% | +1,446.8% | -667.0% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling