+18.4%
AMKR vs NRG
-25.9%
+44.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.5% |
| 7D | +8.3% | -4.7% | +13.0% | +11.1% |
| 30D | -6.8% | -6.0% | -0.8% | -3.8% |
| 3M | -31.9% | -8.0% | -24.0% | -29.9% |
| 6M | +18.4% | -23.2% | +41.5% | +33.2% |
| All | +18.4% | -25.9% | +44.3% | +33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling