+456.9%
AMKR vs MAS
+140.6%
+316.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.5% |
| 7D | 0.0% | -0.8% | +0.7% | +0.5% |
| 30D | -11.1% | -5.6% | -5.6% | -7.8% |
| 3M | -35.2% | +4.4% | -39.6% | -38.2% |
| 6M | +4.9% | +7.2% | -2.3% | -2.3% |
| YTD | +21.6% | +16.1% | +5.5% | +5.5% |
| 1Y | +98.0% | +0.1% | +97.9% | +90.4% |
| 3Y | +77.8% | +28.3% | +49.5% | +38.1% |
| 5Y | +79.9% | +30.5% | +49.4% | +36.3% |
| All | +456.9% | +140.6% | +316.2% | +170.5% |
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