+528.2%
AMKR vs NTAP
+650.8%
-122.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.5% | -4.1% | -1.0% |
| 7D | +8.3% | +7.4% | +0.9% | +3.4% |
| 30D | -6.8% | -1.4% | -5.4% | -6.1% |
| 3M | -31.9% | +24.6% | -56.5% | -41.2% |
| 6M | +18.4% | +105.9% | -87.5% | -29.2% |
| YTD | +31.7% | +88.5% | -56.9% | -17.4% |
| 1Y | +105.2% | +62.1% | +43.1% | +43.6% |
| 3Y | +147.7% | +169.1% | -21.3% | +23.0% |
| 5Y | +99.4% | +141.9% | -42.5% | +5.8% |
| All | +528.2% | +650.8% | -122.6% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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