+315.9%
AMKR vs MTB
+856.5%
-540.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | +8.9% | +1.1% | +7.8% | +8.1% |
| 30D | -2.7% | -4.6% | +1.9% | +0.1% |
| 3M | -27.5% | +6.3% | -33.7% | -30.5% |
| 6M | +19.4% | +15.6% | +3.8% | +8.6% |
| YTD | +30.7% | +20.6% | +10.1% | +16.1% |
| 1Y | +107.9% | +22.5% | +85.4% | +82.8% |
| 3Y | +136.1% | +114.4% | +21.7% | +47.2% |
| 5Y | +96.6% | +101.9% | -5.3% | +21.6% |
| 10Y | +535.0% | +170.4% | +364.6% | +198.9% |
| All | +315.9% | +856.5% | -540.6% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling