+47.6%
AMKR vs MOD
+748.9%
-701.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.7% | +1.9% | +5.0% |
| 7D | -16.9% | -25.5% | +8.6% | -5.4% |
| 30D | -37.2% | -49.0% | +11.8% | -14.6% |
| 3M | -39.3% | -49.8% | +10.5% | -17.3% |
| 6M | -57.4% | -64.8% | +7.4% | -30.8% |
| YTD | -16.5% | -27.6% | +11.2% | -0.1% |
| 1Y | -6.0% | -35.2% | +29.2% | +16.4% |
| 3Y | +46.2% | +137.1% | -91.0% | -1.5% |
| All | +47.6% | +748.9% | -701.3% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling