+200.7%
AMKR vs M
+95.4%
+105.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.8% |
| 7D | +21.7% | +0.6% | +21.2% | +21.3% |
| 30D | -22.0% | +7.0% | -29.0% | -24.5% |
| 3M | -33.1% | +3.1% | -36.2% | -34.5% |
| 6M | -49.3% | +33.5% | -82.8% | -55.5% |
| YTD | -5.5% | +13.4% | -18.9% | -12.0% |
| 1Y | +8.4% | +22.4% | -14.0% | -2.1% |
| 3Y | +62.7% | +150.9% | -88.2% | +3.8% |
| 5Y | +70.5% | -3.0% | +73.5% | +45.3% |
| 10Y | +248.1% | -9.1% | +257.1% | +126.8% |
| All | +200.7% | +95.4% | +105.3% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling