+183.5%
AMKR vs MOS
-5.0%
+188.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.8% | +4.8% | +6.0% |
| 7D | -5.3% | +19.7% | -25.0% | -12.6% |
| 30D | -28.7% | +21.5% | -50.3% | -34.7% |
| 3M | -36.6% | -0.4% | -36.1% | -37.8% |
| 6M | -54.2% | +4.5% | -58.7% | -56.4% |
| YTD | -10.9% | -2.9% | -8.0% | -14.3% |
| 1Y | +1.3% | -7.7% | +9.0% | -1.0% |
| 3Y | +60.0% | -25.6% | +85.7% | +64.8% |
| 5Y | +59.3% | -31.2% | +90.4% | +56.5% |
| 10Y | +237.3% | +2.8% | +234.5% | +154.6% |
| All | +183.5% | -5.0% | +188.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 all: compounded portfolio wealth divided by compounded MOS 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…
all analysis · Full analysis span regression · 6 months rolling