+125.4%
AMKR vs MAGS
+190.0%
-64.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.3% |
| 7D | +8.3% | +0.6% | +7.6% | +7.6% |
| 30D | -6.8% | +3.2% | -10.0% | -10.0% |
| 3M | -31.9% | +7.7% | -39.6% | -37.5% |
| 6M | +18.4% | +12.5% | +5.9% | +4.4% |
| YTD | +31.7% | +6.0% | +25.7% | +24.1% |
| 1Y | +105.2% | +14.4% | +90.9% | +80.4% |
| 3Y | +147.7% | +127.5% | +20.2% | +18.9% |
| All | +125.4% | +190.0% | -64.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 5y: compounded portfolio wealth divided by compounded MAGS 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…
5y analysis · Full analysis span regression · 6 months rolling