+46.2%
AMKR vs MLM
+18.7%
+27.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.5% | +8.7% |
| 7D | -16.9% | -4.1% | -12.8% | -14.8% |
| 30D | -37.2% | +8.2% | -45.4% | -40.1% |
| 3M | -39.3% | -3.6% | -35.7% | -38.2% |
| 6M | -57.4% | -15.6% | -41.8% | -53.6% |
| YTD | -16.5% | -16.4% | 0.0% | -9.8% |
| 1Y | -6.0% | -14.3% | +8.4% | -0.1% |
| 3Y | +46.2% | +19.3% | +26.8% | +10.6% |
| All | +46.2% | +18.7% | +27.5% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling