+528.2%
AMKR vs NRG
+1,083.9%
-555.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.7% |
| 7D | +8.3% | -4.7% | +13.0% | +10.6% |
| 30D | -6.8% | -6.0% | -0.8% | -4.5% |
| 3M | -31.9% | -8.0% | -24.0% | -29.8% |
| 6M | +18.4% | -23.2% | +41.5% | +31.8% |
| YTD | +31.7% | -28.1% | +59.7% | +50.0% |
| 1Y | +105.2% | -27.3% | +132.5% | +133.1% |
| 3Y | +147.7% | +208.7% | -60.9% | +45.8% |
| 5Y | +99.4% | +197.7% | -98.3% | +16.4% |
| All | +528.2% | +1,083.9% | -555.8% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling