+119.6%
AMKR vs MOD
+331.6%
-212.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | -0.4% |
| 7D | 0.0% | +9.6% | -9.6% | -4.6% |
| 30D | -11.1% | 0.0% | -11.2% | -10.9% |
| 3M | -35.2% | -35.4% | +0.2% | -18.9% |
| 6M | +4.9% | -7.3% | +12.2% | +12.7% |
| YTD | +21.6% | +45.8% | -24.2% | +7.1% |
| 1Y | +98.0% | +43.1% | +54.9% | +73.7% |
| All | +119.6% | +331.6% | -212.1% | +15.7% |
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