+242.5%
AMKR vs M
-7.1%
+249.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.2% |
| 7D | +10.0% | +7.0% | +3.0% | +7.8% |
| 30D | -19.4% | +8.9% | -28.3% | -21.8% |
| 3M | -37.4% | +4.5% | -41.9% | -38.6% |
| 6M | -51.5% | +36.2% | -87.7% | -56.4% |
| YTD | -8.1% | +15.1% | -23.2% | -13.3% |
| 1Y | +13.8% | +27.4% | -13.6% | +4.0% |
| 3Y | +59.4% | +160.1% | -100.8% | +12.8% |
| 5Y | +65.9% | -1.6% | +67.4% | +46.5% |
| All | +242.5% | -7.1% | +249.6% | +152.5% |
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