+165.8%
AMKR vs MLM
+1,461.7%
-1,295.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.5% | +8.8% |
| 7D | -16.9% | -4.1% | -12.8% | -14.7% |
| 30D | -37.2% | +8.2% | -45.4% | -40.5% |
| 3M | -39.3% | -3.6% | -35.7% | -38.3% |
| 6M | -57.4% | -15.6% | -41.8% | -53.8% |
| YTD | -16.5% | -16.4% | 0.0% | -9.2% |
| 1Y | -6.0% | -14.3% | +8.4% | +0.8% |
| 3Y | +46.2% | +19.3% | +26.8% | +26.6% |
| 5Y | +49.3% | +29.6% | +19.7% | +22.8% |
| 10Y | +239.3% | +189.9% | +49.4% | +60.9% |
| All | +165.8% | +1,461.7% | -1,295.8% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling