+1.9%
AMKR vs NOC
-7.1%
+8.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.5% | -0.7% | -7.4% |
| 7D | -15.5% | -5.0% | -10.6% | -17.7% |
| 30D | -34.7% | +10.3% | -45.1% | -31.3% |
| 3M | -36.1% | -4.3% | -31.7% | -36.6% |
| 6M | -49.6% | -6.5% | -43.1% | -49.4% |
| YTD | -9.2% | -6.7% | -2.5% | -16.9% |
| 1Y | +1.9% | -7.5% | +9.4% | -6.9% |
| All | +1.9% | -7.1% | +8.9% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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