+315.9%
AMKR vs NSC
+1,682.5%
-1,366.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +2.1% |
| 7D | +8.9% | -2.0% | +10.9% | +10.1% |
| 30D | -2.7% | -3.2% | +0.5% | -1.0% |
| 3M | -27.5% | +3.9% | -31.4% | -29.4% |
| 6M | +19.4% | +7.8% | +11.6% | +13.2% |
| YTD | +30.7% | +13.4% | +17.3% | +19.9% |
| 1Y | +107.9% | +20.3% | +87.6% | +84.5% |
| 3Y | +136.1% | +76.1% | +60.0% | +64.6% |
| 5Y | +96.6% | +45.0% | +51.6% | +53.2% |
| 10Y | +535.0% | +335.7% | +199.3% | +170.5% |
| All | +315.9% | +1,682.5% | -1,366.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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