+59.4%
AMKR vs MOD
+201.5%
-142.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +27.9% | -30.6% | -16.0% |
| 7D | +10.0% | +40.4% | -30.4% | -9.4% |
| 30D | -19.4% | -14.0% | -5.4% | -15.5% |
| 3M | -37.4% | -33.3% | -4.0% | -26.0% |
| 6M | -51.5% | -51.4% | 0.0% | -32.3% |
| YTD | -8.1% | +1.6% | -9.7% | -6.9% |
| 1Y | +13.8% | +5.4% | +8.4% | +12.5% |
| 3Y | +59.4% | +191.0% | -131.6% | -13.0% |
| All | +59.4% | +201.5% | -142.1% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling