+160.7%
AMKR vs NRG
+1,510.3%
-1,349.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.7% |
| 7D | +8.3% | -4.7% | +13.0% | +10.5% |
| 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% | +31.6% |
| YTD | +31.7% | -28.1% | +59.7% | +49.8% |
| 1Y | +105.2% | -27.3% | +132.5% | +132.8% |
| 3Y | +147.7% | +208.7% | -60.9% | +44.9% |
| 5Y | +99.4% | +197.7% | -98.3% | +15.6% |
| 10Y | +539.7% | +1,103.3% | -563.6% | +92.8% |
| All | +160.7% | +1,510.3% | -1,349.6% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling