+261.3%
AMKR vs M
-6.5%
+267.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.9% | +11.4% | +10.8% |
| 7D | +6.8% | -3.3% | +10.1% | +8.0% |
| 30D | -20.8% | +8.1% | -28.9% | -23.0% |
| 3M | -29.7% | +2.2% | -31.9% | -30.7% |
| 6M | -50.2% | +35.1% | -85.3% | -55.1% |
| YTD | -3.0% | +15.8% | -18.9% | -8.7% |
| 1Y | +12.0% | +25.8% | -13.9% | +2.7% |
| 3Y | +67.0% | +156.2% | -89.3% | +18.6% |
| 5Y | +76.5% | -2.4% | +78.9% | +56.1% |
| All | +261.3% | -6.5% | +267.9% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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