-1.4%
AMKR vs MOD
-35.8%
+34.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.3% |
| 7D | -8.4% | -17.8% | +9.5% | +1.8% |
| 30D | -29.8% | -43.2% | +13.4% | -1.6% |
| 3M | -34.7% | -46.0% | +11.4% | -6.5% |
| 6M | -54.9% | -62.2% | +7.4% | -19.0% |
| YTD | -12.3% | -22.8% | +10.5% | +25.2% |
| 1Y | -1.4% | -35.5% | +34.1% | +51.0% |
| All | -1.4% | -35.8% | +34.4% | +51.0% |
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