+528.2%
AMKR vs MCO
+393.6%
+134.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.3% |
| 7D | +8.3% | -3.8% | +12.1% | +11.2% |
| 30D | -6.8% | -0.4% | -6.4% | -7.3% |
| 3M | -31.9% | +7.7% | -39.7% | -37.7% |
| 6M | +18.4% | +7.0% | +11.4% | +7.5% |
| YTD | +31.7% | -6.4% | +38.1% | +30.9% |
| 1Y | +105.2% | -7.6% | +112.9% | +103.9% |
| 3Y | +147.7% | +43.2% | +104.5% | +68.7% |
| 5Y | +99.4% | +29.6% | +69.8% | +44.4% |
| All | +528.2% | +393.6% | +134.6% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling