+105.2%
AMKR vs NOC
-9.0%
+114.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.3% | +0.8% | +7.5% | +8.6% |
| 30D | -6.8% | -9.7% | +2.9% | -10.4% |
| 3M | -31.9% | -5.6% | -26.3% | -32.4% |
| 6M | +18.4% | -28.6% | +46.9% | +13.5% |
| YTD | +31.7% | -7.9% | +39.5% | +24.0% |
| 1Y | +105.2% | -9.5% | +114.8% | +94.7% |
| All | +105.2% | -9.0% | +114.2% | +94.7% |
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