+1.9%
AMKR vs MCO
+9.9%
-8.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.9% | -10.1% | -3.3% |
| 7D | -15.5% | +10.7% | -26.2% | -12.0% |
| 30D | -34.7% | +17.9% | -52.6% | -30.6% |
| 3M | -36.1% | +9.5% | -45.5% | -33.4% |
| 6M | -49.6% | +18.1% | -67.7% | -47.2% |
| YTD | -9.2% | +4.1% | -13.3% | +0.2% |
| 1Y | +1.9% | +9.3% | -7.5% | +12.4% |
| All | +1.9% | +9.9% | -8.0% | +12.4% |
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