+105.7%
AMKR vs MOD
+40.7%
+65.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.9% |
| 7D | +11.1% | +6.3% | +4.8% | +6.7% |
| 30D | -8.1% | -1.7% | -6.4% | -6.8% |
| 3M | -25.6% | -30.1% | +4.5% | -6.8% |
| 6M | +22.5% | +2.7% | +19.8% | +32.1% |
| YTD | +29.1% | +44.1% | -15.0% | +23.6% |
| 1Y | +105.7% | +38.7% | +67.0% | +100.8% |
| All | +105.7% | +40.7% | +65.0% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling