+101.3%
AMKR vs MULL
+2,620.5%
-2,519.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.2% | -0.4% |
| 7D | +8.9% | +14.8% | -5.9% | +4.2% |
| 30D | -2.7% | +36.6% | -39.3% | -12.0% |
| 3M | -27.5% | -8.9% | -18.6% | -30.9% |
| 6M | +19.4% | +311.9% | -292.5% | -32.1% |
| YTD | +30.7% | +579.8% | -549.1% | -38.2% |
| 1Y | +107.9% | +2,421.5% | -2,313.6% | -36.3% |
| All | +101.3% | +2,620.5% | -2,519.2% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling