+683.1%
AMKR vs MXL
+286.3%
+396.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.4% |
| 7D | +5.5% | +16.6% | -11.1% | -0.5% |
| 30D | -8.6% | +0.5% | -9.1% | -9.0% |
| 3M | -28.7% | -3.6% | -25.1% | -29.2% |
| 6M | +13.3% | +328.0% | -314.8% | -45.8% |
| YTD | +26.1% | +297.8% | -271.8% | -37.9% |
| 1Y | +101.2% | +339.4% | -238.2% | -5.1% |
| 3Y | +127.7% | +201.7% | -74.0% | +5.7% |
| 5Y | +90.9% | +32.8% | +58.1% | +17.0% |
| 10Y | +512.5% | +274.8% | +237.7% | +139.2% |
| All | +683.1% | +286.3% | +396.8% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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