+224.1%
AMKR vs MAS
+214.9%
+9.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.5% | +9.2% | +8.7% |
| 7D | -16.9% | +2.4% | -19.3% | -18.6% |
| 30D | -37.2% | +19.8% | -57.1% | -45.5% |
| 3M | -39.3% | +9.8% | -49.1% | -44.2% |
| 6M | -57.4% | +15.8% | -73.1% | -62.9% |
| YTD | -16.5% | +31.8% | -48.3% | -35.0% |
| 1Y | -6.0% | +35.4% | -41.4% | -28.3% |
| 3Y | +46.2% | +59.2% | -13.0% | -4.9% |
| 5Y | +49.3% | +41.2% | +8.1% | +5.1% |
| All | +224.1% | +214.9% | +9.2% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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