+38.7%
AMKR vs MAS
+41.7%
-3.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -3.4% | -11.1% | -12.4% |
| 7D | -26.0% | +4.6% | -30.6% | -28.2% |
| 30D | -42.9% | +19.9% | -62.8% | -49.7% |
| 3M | -43.3% | +8.9% | -52.2% | -47.1% |
| 6M | -60.1% | +20.2% | -80.3% | -65.7% |
| YTD | -22.4% | +33.9% | -56.3% | -39.2% |
| 1Y | -16.0% | +34.7% | -50.7% | -34.5% |
| 3Y | +34.1% | +60.4% | -26.2% | -12.1% |
| 5Y | +38.7% | +43.5% | -4.7% | +4.0% |
| All | +38.7% | +41.7% | -3.0% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling