+91.1%
AMKR vs NOC
+58.2%
+32.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +8.3% | +0.8% | +7.5% | +8.4% |
| 30D | -6.8% | -9.7% | +2.9% | -7.7% |
| 3M | -31.9% | -5.6% | -26.3% | -32.1% |
| 6M | +18.4% | -28.6% | +46.9% | +17.0% |
| YTD | +31.7% | -7.9% | +39.5% | +30.6% |
| 1Y | +105.2% | -9.5% | +114.8% | +103.6% |
| 3Y | +147.7% | +28.4% | +119.4% | +144.5% |
| All | +91.1% | +58.2% | +32.9% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling