+98.0%
AMKR vs MCO
+0.4%
+97.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.2% |
| 7D | 0.0% | -4.2% | +4.1% | -1.2% |
| 30D | -11.1% | +2.2% | -13.3% | -10.5% |
| 3M | -35.2% | +10.1% | -45.3% | -34.3% |
| 6M | +4.9% | +5.3% | -0.4% | +6.7% |
| YTD | +21.6% | -2.7% | +24.3% | +27.9% |
| 1Y | +98.0% | -0.4% | +98.4% | +106.7% |
| All | +98.0% | +0.4% | +97.7% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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