+137.2%
AMKR vs NOC
+28.9%
+108.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.4% |
| 7D | +5.5% | -1.8% | +7.3% | +5.0% |
| 30D | -8.6% | -9.4% | +0.8% | -10.8% |
| 3M | -28.7% | -3.8% | -24.9% | -28.9% |
| 6M | +13.3% | -28.8% | +42.0% | +8.3% |
| YTD | +26.1% | -7.9% | +33.9% | +24.5% |
| 1Y | +101.2% | -9.0% | +110.2% | +98.5% |
| All | +137.2% | +28.9% | +108.3% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling