+237.3%
AMKR vs MLM
+167.5%
+69.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.2% | +5.0% |
| 7D | -5.3% | -3.8% | -1.5% | -2.6% |
| 30D | -28.7% | +11.0% | -39.7% | -33.8% |
| 3M | -36.6% | -3.1% | -33.5% | -35.6% |
| 6M | -54.2% | -9.8% | -44.4% | -52.1% |
| YTD | -10.9% | -14.4% | +3.4% | -4.2% |
| 1Y | +1.3% | -12.6% | +13.9% | +7.7% |
| 3Y | +60.0% | +19.7% | +40.3% | +35.3% |
| 5Y | +59.3% | +29.8% | +29.5% | +26.3% |
| 10Y | +237.3% | +153.5% | +83.8% | +58.9% |
| All | +237.3% | +167.5% | +69.8% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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