+123.8%
AMKR vs MAGS
+187.7%
-63.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +0.9% |
| 7D | +8.9% | +0.8% | +8.0% | +7.7% |
| 30D | -2.7% | +0.4% | -3.1% | -3.4% |
| 3M | -27.5% | +5.6% | -33.0% | -31.9% |
| 6M | +19.4% | +12.3% | +7.1% | +5.4% |
| YTD | +30.7% | +5.1% | +25.6% | +24.2% |
| 1Y | +107.9% | +14.0% | +94.0% | +83.4% |
| 3Y | +136.1% | +129.4% | +6.7% | +12.6% |
| All | +123.8% | +187.7% | -63.9% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling