+105.2%
AMKR vs MULL
+1,810.7%
-1,705.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.8% |
| 7D | +8.3% | -8.4% | +16.7% | +11.0% |
| 30D | -6.8% | +9.7% | -16.5% | -10.0% |
| 3M | -31.9% | -26.8% | -5.2% | -30.7% |
| 6M | +18.4% | +220.7% | -202.3% | -27.0% |
| YTD | +31.7% | +509.0% | -477.4% | -35.1% |
| 1Y | +105.2% | +1,739.5% | -1,634.3% | -31.0% |
| All | +105.2% | +1,810.7% | -1,705.4% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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