+1.9%
AMKR vs MTB
+27.0%
-25.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.4% | -5.9% |
| 7D | -15.5% | +2.0% | -17.5% | -16.7% |
| 30D | -34.7% | +2.9% | -37.6% | -36.1% |
| 3M | -36.1% | -10.7% | -25.4% | -30.7% |
| 6M | -49.6% | +6.3% | -55.9% | -54.3% |
| YTD | -9.2% | +13.8% | -23.0% | -29.8% |
| 1Y | +1.9% | +27.7% | -25.9% | -34.1% |
| All | +1.9% | +27.0% | -25.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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