+77.3%
AMKR vs MLM
+15.1%
+62.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.1% |
| 7D | 0.0% | -2.9% | +2.9% | +1.7% |
| 30D | -11.1% | -6.8% | -4.3% | -7.5% |
| 3M | -35.2% | -11.2% | -23.9% | -31.8% |
| 6M | +4.9% | -21.8% | +26.7% | +20.3% |
| YTD | +21.6% | -17.0% | +38.6% | +32.1% |
| 1Y | +98.0% | -16.4% | +114.4% | +113.3% |
| All | +77.3% | +15.1% | +62.1% | +43.6% |
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