+13.8%
AMKR vs MAS
+38.5%
-24.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +10.0% | +3.0% | +7.0% | +8.9% |
| 30D | -19.4% | +22.4% | -41.8% | -26.2% |
| 3M | -37.4% | +14.5% | -51.8% | -40.9% |
| 6M | -51.5% | +27.1% | -78.6% | -57.4% |
| YTD | -8.1% | +35.8% | -43.8% | -26.0% |
| 1Y | +13.8% | +39.4% | -25.6% | -10.5% |
| All | +13.8% | +38.5% | -24.7% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling