+490.6%
AMKR vs MOD
+1,504.3%
-1,013.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.6% |
| 7D | +11.1% | +6.3% | +4.8% | +8.5% |
| 30D | -8.1% | -1.7% | -6.4% | -7.3% |
| 3M | -25.6% | -30.1% | +4.5% | -14.0% |
| 6M | +22.5% | +2.7% | +19.8% | +25.1% |
| YTD | +29.1% | +44.1% | -15.0% | +16.3% |
| 1Y | +105.7% | +38.7% | +67.0% | +86.3% |
| 3Y | +133.2% | +309.8% | -176.6% | +42.0% |
| 5Y | +98.5% | +1,569.7% | -1,471.2% | -23.7% |
| 10Y | +490.6% | +1,520.5% | -1,029.8% | +114.9% |
| All | +490.6% | +1,504.3% | -1,013.6% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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