+286.9%
AMKR vs M
+83.5%
+203.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.8% |
| 7D | 0.0% | +4.7% | -4.8% | -1.8% |
| 30D | -11.1% | -9.6% | -1.5% | -7.8% |
| 3M | -35.2% | +0.9% | -36.0% | -35.9% |
| 6M | +4.9% | +22.3% | -17.4% | -3.7% |
| YTD | +21.6% | +6.5% | +15.1% | +16.9% |
| 1Y | +98.0% | +38.8% | +59.3% | +71.8% |
| 3Y | +77.8% | +115.9% | -38.1% | +20.9% |
| 5Y | +79.9% | +28.6% | +51.3% | +36.3% |
| 10Y | +456.9% | -2.5% | +459.4% | +251.8% |
| All | +286.9% | +83.5% | +203.4% | +32.8% |
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