+242.5%
AMKR vs MAS
+215.0%
+27.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.9% |
| 7D | +10.0% | +3.0% | +7.0% | +7.9% |
| 30D | -19.4% | +22.4% | -41.8% | -31.0% |
| 3M | -37.4% | +14.5% | -51.8% | -44.0% |
| 6M | -51.5% | +27.1% | -78.6% | -60.4% |
| YTD | -8.1% | +35.8% | -43.8% | -29.8% |
| 1Y | +13.8% | +39.4% | -25.6% | -14.9% |
| 3Y | +59.4% | +60.3% | -0.9% | +3.5% |
| 5Y | +65.9% | +39.4% | +26.4% | +18.4% |
| All | +242.5% | +215.0% | +27.4% | +23.9% |
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