+315.9%
AMKR vs NOC
+1,842.8%
-1,526.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +8.9% | -1.6% | +10.4% | +9.5% |
| 30D | -2.7% | -10.4% | +7.7% | +1.4% |
| 3M | -27.5% | -5.6% | -21.8% | -26.7% |
| 6M | +19.4% | -30.4% | +49.8% | +36.0% |
| YTD | +30.7% | -8.5% | +39.2% | +31.0% |
| 1Y | +107.9% | -8.3% | +116.2% | +107.5% |
| 3Y | +136.1% | +28.2% | +107.9% | +92.6% |
| 5Y | +96.6% | +56.7% | +39.9% | +37.9% |
| 10Y | +535.0% | +189.3% | +345.6% | +210.6% |
| All | +315.9% | +1,842.8% | -1,526.9% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling